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~person:"Caporale, Guglielmo Maria"
~person:"Guo, Hui"
~person:"Watson, Mark W."
~subject:"Prognoseverfahren"
~subject:"Share price"
~subject:"Structural break"
~subject:"United Kingdom"
~type_genre:"Aufsatz in Zeitschrift"
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Prognoseverfahren
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96
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36
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36
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27
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Aufsatz in Zeitschrift
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Caporale, Guglielmo Maria
Guo, Hui
Watson, Mark W.
Gupta, Rangan
79
Gil-Alaña, Luis A.
35
Madura, Jeff
34
Wohar, Mark E.
31
Baghestani, Hamid
28
Kanas, Angelos
20
Balcilar, Mehmet
19
Pierdzioch, Christian
19
Apergēs, Nikolaos
16
Peel, David
16
Sarno, Lucio
16
Stulz, René M.
16
Irwin, Scott H.
15
MacDonald, Ronald
15
Wu, Chunchi
15
Campbell, John Y.
14
Hamori, Shigeyuki
14
Taylor, Mark P.
14
Whaley, Robert E.
14
Akhigbe, Aigbe O.
13
Bekaert, Geert
13
Jegadeesh, Narasimhan
13
Lakonishok, Josef
13
Miller, Stephen M.
13
Salisu, Afees A.
13
Schwert, George William
13
Siklos, Pierre L.
13
Broadberry, Stephen N.
12
Cuñado Eizaguirre, Juncal
12
Engle, Robert F.
12
Lee, Bong-soo
12
O'Mahony, Mary
12
Shleifer, Andrei
12
Stekler, Herman O.
12
Clements, Michael P.
11
Diebold, Francis X.
11
Hasbrouck, Joel
11
He, Ling T.
11
Lee, Charles M. C.
11
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Journal of banking & finance
2
NBER macroeconomics annual
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Review / Federal Reserve Bank of St. Louis
2
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1
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1
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1
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1
Economic inquiry : journal of the Western Economic Association International
1
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1
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1
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
1
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
34
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1
Using econometric models to predict recessions
Watson, Mark W.
- In:
Economic perspectives
15
(
1991
)
6
,
pp. 14-25
Persistent link: https://www.econbiz.de/10001114768
Saved in:
2
New indexes of coincident and leading economic indicators
Stock, James H.
- In:
NBER macroeconomics annual
(
1989
),
pp. 351-394
Persistent link: https://www.econbiz.de/10001091595
Saved in:
3
Evidence on structural instability in macroeconomic time series relations
Stock, James H.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 11-30
Persistent link: https://www.econbiz.de/10001203186
Saved in:
4
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
Saved in:
5
Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
- In:
Research in international business and finance
44
(
2018
),
pp. 227-238
Persistent link: https://www.econbiz.de/10011983039
Saved in:
6
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
7
The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
3
,
pp. 913-935
Persistent link: https://www.econbiz.de/10011949976
Saved in:
8
IGARCH models and structural breaks
Caporale, Guglielmo Maria
;
Pittis, Nikitas
;
Spagnolo, Nicola
- In:
Applied economics letters
10
(
2003
)
12
,
pp. 765-768
Persistent link: https://www.econbiz.de/10001819341
Saved in:
9
Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Review of financial economics : RFE
13
(
2004
)
3
,
pp. 245-258
Persistent link: https://www.econbiz.de/10002087632
Saved in:
10
Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
The quarterly review of economics and finance : journal …
42
(
2002
)
3
,
pp. 599-609
Persistent link: https://www.econbiz.de/10001712171
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