//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Caporale, Guglielmo Maria"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Thesis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Block Bootstrap Consistency Un...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
60
Zeitreihenanalyse
60
Estimation
38
Schätzung
38
Theorie
23
Theory
23
USA
16
United States
16
Cointegration
15
Fractional integration
15
Kointegration
15
Persistence
12
Long memory
11
Einheitswurzeltest
10
Großbritannien
10
Unit root test
10
United Kingdom
10
Volatility
10
Volatilität
10
Capital income
9
Kapitaleinkommen
9
Structural break
9
Strukturbruch
9
fractional integration
9
Interest rate
8
Zins
8
long memory
8
Aktienmarkt
6
Börsenkurs
6
Estimation theory
6
Exchange rate
6
Schätztheorie
6
Share price
6
Stock market
6
Wechselkurs
6
Kaufkraftparität
5
Nichtlineare Regression
5
Nonlinear regression
5
Purchasing power parity
5
Fractional cointegration
4
more ...
less ...
Online availability
All
Undetermined
15
Free
11
Type of publication
All
Article
61
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Thesis
Working Paper
163
Arbeitspapier
150
Graue Literatur
142
Non-commercial literature
142
Article in journal
61
Language
All
English
61
Author
All
Caporale, Guglielmo Maria
Gil-Alaña, Luis A.
173
Phillips, Peter C. B.
91
Gupta, Rangan
84
Franses, Philip Hans
76
Taylor, Robert
68
Chang, Tsangyao
54
Leybourne, Stephen James
54
Perron, Pierre
49
Tiwari, Aviral Kumar
48
Moosa, Imad A.
46
Teräsvirta, Timo
44
Harvey, Andrew C.
42
Koopman, Siem Jan
42
Lütkepohl, Helmut
39
McAleer, Michael
38
Koop, Gary
36
Harvey, David I.
34
Hassler, Uwe
34
Swanson, Norman R.
32
Mills, Terence C.
31
Hendry, David F.
30
Linton, Oliver
30
Newbold, Paul
30
Cavaliere, Giuseppe
29
Herwartz, Helmut
29
Granger, C. W. J.
28
Kapetanios, George
28
Hong, Yongmiao
27
Peel, David
27
Robinson, Peter M.
27
Ghysels, Eric
26
Hatemi-J, Abdulnasser
26
Hecq, Alain W. J.
26
Bahmani-Oskooee, Mohsen
25
Hyndman, Rob J.
25
Wohar, Mark E.
25
Chambers, Marcus J.
24
MacKinnon, James G.
24
Marcellino, Massimiliano
24
more ...
less ...
Published in...
All
Applied economics letters
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Finance research letters
3
Journal of economics and finance
3
Journal of economics and finance : JEF
3
Research in international business and finance
3
Applied economics
2
Applied financial economics
2
Applied financial economics letters
2
Economic modelling
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of finance & economics : IJFE
2
Journal of forecasting
2
Journal of international money and finance
2
Oxford bulletin of economics and statistics
2
Advances in quantitative analysis of finance and accounting : a research annual
1
African journal of economic and sustainable development
1
Bulletin of economic research
1
Comparative economic studies
1
Empirica : journal of european economics
1
German economic review
1
International advances in economic research
1
International review of financial analysis
1
Journal of applied economics
1
Journal of economic integration
1
Journal of economic surveys
1
Journal of innovation and entrepreneurship : JIE
1
Journal of international development : the journal of the Development Studies Association
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Open economies review
1
Review of financial economics : RFE
1
Review of international economics
1
The empirical economics letters : a monthly international journal of economics
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Tourism economics : the business and finance of tourism and recreation
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
more ...
less ...
Source
All
ECONIS (ZBW)
61
Showing
1
-
10
of
61
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
Cointegration and predictability of asset prices
Caporale, Guglielmo Maria
- In:
Journal of international money and finance
17
(
1998
)
3
,
pp. 441-453
Persistent link: https://www.econbiz.de/10001246598
Saved in:
3
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:
4
Efficient estimation of cointegration vectors and testing for causality in vector autoregressions
Caporale, Guglielmo Maria
;
Pittis, Nikitas
- In:
Journal of economic surveys
13
(
1999
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10001255599
Saved in:
5
Common features and output fluctuations in the United Kingdom
Caporale, Guglielmo Maria
- In:
Economic modelling
14
(
1997
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10001241620
Saved in:
6
The Kenyan stock market : inefficiency, long memory, persistence and anomalies in the NSE-20
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
- In:
African journal of economic and sustainable development
4
(
2015
)
3
,
pp. 254-277
Persistent link: https://www.econbiz.de/10011440196
Saved in:
7
The EMBI in Latin America : fractional integration, non-linearities and breaks
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Finance research letters
24
(
2018
),
pp. 34-41
Persistent link: https://www.econbiz.de/10011982450
Saved in:
8
Persistence in the cryptocurrency market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
46
(
2018
),
pp. 141-148
Persistent link: https://www.econbiz.de/10011983590
Saved in:
9
Long memory in the Ukrainian stock market and financial crises
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance
40
(
2016
)
2
,
pp. 235-257
Persistent link: https://www.econbiz.de/10011658783
Saved in:
10
Interest rate dynamics in Kenya : commercial banks' rates and the 91-day treasury bill rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Journal of international development : the journal of …
28
(
2016
)
2
,
pp. 214-232
Persistent link: https://www.econbiz.de/10011552186
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->