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"
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
Volatility and market structur...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
USA
200
United States
178
Volatilität
178
Volatility
172
Schätzung
155
Estimation
140
Zeitreihenanalyse
109
Börsenkurs
105
Share price
99
Time series analysis
97
Aktienmarkt
87
Stock market
78
Capital income
75
Kapitaleinkommen
75
Kointegration
59
ARCH-Modell
57
Theorie
57
EU-Staaten
56
ARCH model
53
Cointegration
53
Theory
52
EU countries
51
Großbritannien
49
United Kingdom
47
Wechselkurs
45
Exchange rate
43
Finanzmarkt
41
Strukturbruch
39
Spillover-Effekt
37
Structural break
36
Financial market
34
Spillover effect
33
fractional integration
33
Schwellenländer
32
Ankündigungseffekt
30
Announcement effect
30
Emerging economies
29
Deutschland
28
Internationaler Finanzmarkt
28
Japan
28
more ...
less ...
Online availability
All
Free
303
Undetermined
24
Type of publication
All
Book / Working Paper
321
Article
87
Type of publication (narrower categories)
All
Working Paper
240
Arbeitspapier
197
Graue Literatur
188
Non-commercial literature
188
Article in journal
86
Aufsatz in Zeitschrift
86
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
406
Undetermined
2
Author
All
Caporale, Guglielmo Maria
McAleer, Michael
507
Gupta, Rangan
411
Neumark, David
306
Glaeser, Edward L.
300
Poterba, James M.
256
Heckman, James J.
245
Diebold, Francis X.
232
Freeman, Richard B.
231
Auerbach, Alan J.
223
Stulz, René M.
223
Cutler, David M.
216
Wolff, Edward N.
213
Autor, David H.
211
Gil-Alaña, Luis A.
211
Bordo, Michael D.
210
Fabozzi, Frank J.
209
Gruber, Jonathan
206
Krueger, Alan B.
206
Mitchell, Olivia S.
206
Burkhauser, Richard V.
195
Goldin, Claudia
194
Katz, Lawrence F.
194
Cebula, Richard J.
193
Hanson, Gordon H.
193
Haltiwanger, John C.
192
Kotlikoff, Laurence J.
192
Feldstein, Martin S.
191
Bollerslev, Tim
189
Bloom, Nicholas
187
Bahmani-Oskooee, Mohsen
183
Fairlie, Robert W.
183
Hamermesh, Daniel S.
177
Viscusi, W. Kip
173
Audretsch, David B.
170
Chang, Chia-Lin
167
Wise, David A.
166
Currie, Janet M.
165
Acemoglu, Daron
164
Card, David E.
163
more ...
less ...
Institution
All
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
2
CESifo
1
Hamburgisches Welt-Wirtschafts-Archiv
1
Published in...
All
CESifo working papers
71
Economics and finance working paper series
64
CESifo Working Paper
42
Discussion papers / Deutsches Institut für Wirtschaftsforschung
36
CESifo Working Paper Series
26
DIW Berlin Discussion Paper
24
DIW Discussion Papers
15
Discussion paper / Centre for Economic Forecasting
10
Applied economics letters
5
Empirica : journal of european economics
5
ECB Working Paper
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of finance & economics : IJFE
4
Journal of international money and finance
4
Research in international business and finance
4
Department of Economics working papers
3
Economic modelling
3
Finance research letters
3
Journal of economics and finance
3
Journal of international financial markets, institutions & money
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied financial economics
2
Computational economics
2
Discussion Papers of DIW Berlin
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Global economic institutions working paper series
2
HWWA discussion paper
2
IHS economics series : working paper
2
International review of financial analysis
2
Journal of applied economics
2
Journal of economic integration
2
Journal of economics and finance : JEF
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Reihe Ökonomie
2
Reihe Ökonomie / Economics Series
2
Review of financial economics : RFE
2
Review of international economics
2
The Manchester School
2
Working paper series / European Central Bank
2
Advances in quantitative analysis of finance and accounting : a research annual
1
more ...
less ...
Source
All
ECONIS (ZBW)
360
EconStor
43
RePEc
4
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
408
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility
transmission and financial crises
Caporale, Guglielmo Maria
;
Pittis, Nikitas
;
Spagnolo, Nicola
- In:
Journal of economics and finance
30
(
2006
)
3
,
pp. 376-390
Persistent link: https://www.econbiz.de/10003413566
Saved in:
2
Long Memory and
Volatility
Dynamics in the US Dollar Exchange Rate
Caporale, Guglielmo Maria
-
2016
-memory techniques, being particularly interested in
volatility
modelling and forecasting. Compared with previous studies using …
Persistent link: https://www.econbiz.de/10013004546
Saved in:
3
Long Memory and
Volatility
Dynamics in the US Dollar Exchange Rate
Caporale, Guglielmo Maria
-
2010
particularly interested in
volatility
modelling and forecasting given their importance for FOREX dealers. Compared with previous …
Persistent link: https://www.econbiz.de/10013144331
Saved in:
4
Persistence in the Russian stock market
volatility
indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
Persistent link: https://www.econbiz.de/10011995731
Saved in:
5
Modelling
volatility
of cryptocurrencies using Markov-switching GARCH models
Caporale, Guglielmo Maria
;
Zekokh, Timur
-
2018
Persistent link: https://www.econbiz.de/10011995757
Saved in:
6
Modelling
volatility
of cryptocurrencies using Markov-switching GARCH models
Caporale, Guglielmo Maria
;
Zekokh, Timur
-
2018
This paper aims to select the best model or set of models for modelling
volatility
of the four most popular …
Persistent link: https://www.econbiz.de/10011882344
Saved in:
7
Persistence in the Russian stock market
volatility
indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
volatility
índices (namely the originally created RTSVX and the new RVI that has replaced it), using daily data over the period …
Persistent link: https://www.econbiz.de/10011903723
Saved in:
8
Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo Maria
;
Hassapis, Christis
;
Pittis, …
-
1994
Persistent link: https://www.econbiz.de/10000897287
Saved in:
9
Exchange rates and macro news in emerging markets
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2016
This paper uses a VAR-GARCH(1,1) model to analyse mean and
volatility
spillovers between macro news (in the form of …
Persistent link: https://www.econbiz.de/10011441480
Saved in:
10
Exchange rate uncertainty and international portfolio flows : a multivariate GARCH-in-mean approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
- In:
Journal of international money and finance
54
(
2015
),
pp. 70-92
Persistent link: https://www.econbiz.de/10011476078
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
