//--> //--> //--> //-->
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
Waiting time distributions of...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
172
Volatilität
168
Börsenkurs
57
Share price
57
Schätzung
54
Estimation
53
Capital income
51
Kapitaleinkommen
51
Zeitreihenanalyse
45
Aktienmarkt
44
Stock market
44
Time series analysis
44
Wechselkurs
39
Exchange rate
38
ARCH model
33
ARCH-Modell
33
Spillover effect
33
Spillover-Effekt
33
Ankündigungseffekt
29
Announcement effect
29
EU-Staaten
29
Emerging economies
29
Schwellenländer
29
EU countries
28
Financial market
23
Finanzmarkt
23
USA
21
Welt
21
World
21
International financial market
20
Internationaler Finanzmarkt
20
United States
20
Structural break
18
Strukturbruch
18
Theorie
17
Theory
17
Großbritannien
16
United Kingdom
16
Risiko
15
Risk
15
more ...
less ...
Online availability
All
Free
140
Undetermined
19
Type of publication
All
Book / Working Paper
137
Article
42
Type of publication (narrower categories)
All
Working Paper
100
Arbeitspapier
92
Graue Literatur
91
Non-commercial literature
91
Article in journal
41
Aufsatz in Zeitschrift
41
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
177
Undetermined
2
Author
All
Caporale, Guglielmo Maria
McAleer, Michael
360
Gupta, Rangan
240
Bollerslev, Tim
146
Chang, Chia-Lin
140
Diebold, Francis X.
115
Bouri, Elie
112
Pierdzioch, Christian
100
Andersen, Torben
98
Aizenman, Joshua
96
Ma, Feng
94
Spagnolo, Nicola
94
Hammoudeh, Shawkat
82
Bekaert, Geert
79
Koopman, Siem Jan
79
Lux, Thomas
79
Engle, Robert F.
76
Bahmani-Oskooee, Mohsen
74
Härdle, Wolfgang
72
Caporin, Massimiliano
71
Tiwari, Aviral Kumar
70
Kočenda, Evžen
69
McMillan, David G.
68
Todorov, Viktor
68
Chiarella, Carl
65
Hautsch, Nikolaus
65
Asai, Manabu
64
Corbet, Shaen
63
Lucey, Brian M.
62
Clements, Adam
58
Christoffersen, Peter F.
57
Ghysels, Eric
57
Gil-Alaña, Luis A.
57
Kang, Sang Hoon
56
Wohar, Mark E.
56
Hafner, Christian M.
55
Buch, Claudia M.
54
Caballero, Ricardo J.
54
Mensi, Walid
54
Fernández-Villaverde, Jesús
52
more ...
less ...
Institution
All
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
2
CESifo
1
Published in...
All
CESifo working papers
37
Economics and finance working paper series
33
Discussion papers / Deutsches Institut für Wirtschaftsforschung
19
CESifo Working Paper
13
CESifo Working Paper Series
12
DIW Berlin Discussion Paper
10
DIW Discussion Papers
3
Finance research letters
3
Journal of international money and finance
3
Research in international business and finance
3
Discussion Papers of DIW Berlin
2
International journal of finance & economics : IJFE
2
International review of financial analysis
2
Journal of applied economics
2
Journal of economics and finance
2
Journal of economics and finance : JEF
2
Journal of international financial markets, institutions & money
2
Review of international economics
2
Applied economics letters
1
Applied financial economics letters
1
Brunel Economics and Finance Working Paper
1
China economic review : an international journal
1
Computational economics
1
Discussion paper / Centre for Economic Forecasting
1
ECB Working Paper
1
Eastern economic journal
1
Economics letters
1
Emerging markets review
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial markets and portfolio management
1
IMF working paper
1
IMF working papers
1
International Journal of Financial Studies : open access journal
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
Journal of economic integration
1
Journal of international development : the journal of the Development Studies Association
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Multinational Finance Journal
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Open economies review
1
more ...
less ...
Source
All
ECONIS (ZBW)
167
EconStor
8
RePEc
4
Showing
1
-
10
of
179
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Equity fund flows and stock market returns in the US before and after the global financial crisis : a VAR-GARCH-in-mean Analysis
Babalos, Vassilios
;
Caporale, Guglielmo Maria
; …
-
2016
post-September 2008 period. There are also
volatility
spillovers from stock market returns to equity fund flows both before …
Persistent link: https://www.econbiz.de/10011482859
Saved in:
2
Sources of real exchange rate
volatility
and international financial integration : a dynamic generalised method of moments panel approach
Caporale, Guglielmo Maria
;
Hadj Amor, Thouraya
;
Rault, …
- In:
Journal of international development : the journal of …
26
(
2014
)
6
,
pp. 810-820
Persistent link: https://www.econbiz.de/10011292486
Saved in:
3
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:
4
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:
5
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:
6
Modelling
volatility
of cryptocurrencies using Markov-switching GARCH models
Caporale, Guglielmo Maria
;
Zekokh, Timur
-
2018
Persistent link: https://www.econbiz.de/10011995757
Saved in:
7
US municipal green bonds and financial integration
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
-
2023
This paper examines mean and
volatility
spillovers between four green municipal bonds issued by the US states of …
Persistent link: https://www.econbiz.de/10014234020
Saved in:
8
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/10011931917
Saved in:
9
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/10011931993
Saved in:
10
Long memory and
volatility
dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alana, Luis A.
-
2010
particularly interested in
volatility
modelling and forecasting given their importance for FOREX dealers. Compared with previous …
Persistent link: https://www.econbiz.de/10010271381
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...
//-->