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Causality and forecsting in incomplete systems
Caporale, Guglielmo Maria - In: Journal of forecasting 16 (1997) 6, pp. 425-437
Persistent link: https://www.econbiz.de/10001233087
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Unit roots and long-run causality : investigating the relationship between output, money and interest rates
Caporale, Guglielmo Maria - In: Economic modelling 15 (1998) 1, pp. 91-112
Persistent link: https://www.econbiz.de/10001247848
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Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo Maria - In: Journal of policy modeling : JPMOD ; a social science … 20 (1998) 5, pp. 581-601
Persistent link: https://www.econbiz.de/10001246740
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Modelling stochastic volatility in asset returns using fractionally integrated semiparametric techniques
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Applied financial economics letters 2 (2006) 1, pp. 9-12
Persistent link: https://www.econbiz.de/10003301505
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Measuring half-lives : using a non-parametric bootstrap approach
Caporale, Guglielmo Maria; Cerrato, Mario; Spagnolo, Nicola - In: Applied financial economics letters 1 (2005) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10002549945
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Causality and forecasting in incomplete systems
Caporale, Guglielmo Maria; Pittis, Nikitas - 1995
Persistent link: https://www.econbiz.de/10000561681
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Causality and forecasting in incomplete systems : evaluating potential losses
Caporale, Guglielmo Maria; Pittis, Nikitas - 1996
Persistent link: https://www.econbiz.de/10000618444
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Granger causality and weak exogeneity in bivariate and trivariate vars
Caporale, Guglielmo Maria; Pittis, Nikitas - 1996
Persistent link: https://www.econbiz.de/10000593180
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Money, credit and transactions : drawing causal inference
Caporale, Guglielmo Maria; Howells, Peter G. A. - 1999
Persistent link: https://www.econbiz.de/10001615054
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Irreducibility and structural cointegration relations : an application to the G7 long-term interest rates
Barassi, Marco R.; Caporale, Guglielmo Maria; Hall, … - 2000
Persistent link: https://www.econbiz.de/10001615071