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~person:"Caporale, Guglielmo Maria"
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Caporale, Guglielmo Maria
McAleer, Michael
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ECONIS (ZBW)
218
EconStor
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RePEc
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1
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:
2
Interest and exchange rate risk and stock returns : a multivariate Garch-M modelling approach
Beirne, John
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003641941
Saved in:
3
Long memory and
volatility
dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
particularly interested in
volatility
modelling and forecasting given their importance for FOREX dealers. Compared with previous … ;
volatility
…
Persistent link: https://www.econbiz.de/10003931070
Saved in:
4
Long memory and fractional integration in high frequency financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
data ; long memory ;
volatility
persistence ; structural breaks …
Persistent link: https://www.econbiz.de/10003974563
Saved in:
5
Long memory and fractional integration in high frequency financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003979849
Saved in:
6
Long memory and
volatility
dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003963286
Saved in:
7
Macro news and exchange rates in the BRICS
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2016
03/1/2000- 12/5/2013. The estimated VAR-GARCH(1,1) model allows for both mean and
volatility
spillovers and for the …
Persistent link: https://www.econbiz.de/10011421883
Saved in:
8
Macro news and exchange rates in the BRICS
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2016
03/1/2000-12/5/2013. The estimated VAR-GARCH(1,1) model allows for both mean and
volatility
spillovers and for the …
Persistent link: https://www.econbiz.de/10011422554
Saved in:
9
Long memory and fractional integration in high frequency data on the US dollar British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731952
Saved in:
10
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
. -- High frequency data ; long memory ;
volatility
persistence ; structural breaks …
Persistent link: https://www.econbiz.de/10009735715
Saved in:
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