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~subject:"Volatilität"
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Persistence in real variables...
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Volatilität
Schätzung
324
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323
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224
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Caporale, Guglielmo Maria
132
Spagnolo, Nicola
67
Gil-Alaña, Luis A.
34
Spagnolo, Fabio
31
Plastun, Alex
18
Beirne, John
15
Schulze-Ghattas, Marianne
10
Ali, Faek Menla
9
Kyriacou, Kyriacos
5
Oliinyk, Viktor
5
Al-Maadid, Alanoud
4
Babalos, Vassilios
4
Hassapis, Christis
4
Makarenko, Inna
4
Pittis, Nikitas
4
Trani, Tommaso
4
Anderl, Christina
3
Arin, Kerim Peren
3
Ciferri, Davide
3
Girardi, Alessandro
3
Kang, Woo-Young
3
Rault, Christophe
3
Tripathy, Trilochan
3
Zekokh, Timur
3
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2
Kalyvitēs, Sarantēs
2
Karanasos, Menelaos
2
Poza, Carlos
2
Teterkina, Daria
2
Yfanti, Stavroula
2
Abilov, Nurdaulet
1
Amor, Thouraya Hadj
1
Caporale, Guglielmo M.
1
Cipollini, Andrea
1
Kartsaklas, Aris
1
Panopulu, Aikaterinē
1
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1
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CESifo working papers
37
Economics and finance working paper series
33
Discussion papers / Deutsches Institut für Wirtschaftsforschung
18
Finance research letters
3
Journal of international money and finance
3
Research in international business and finance
3
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2
International journal of finance & economics : IJFE
2
International review of financial analysis
2
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2
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2
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1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
135
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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
Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo M.
;
Hassapis, Christis
;
Pittis, Nikitas
-
1994
Persistent link: https://www.econbiz.de/10000147732
Saved in:
3
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:
4
Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo Maria
- In:
Journal of policy modeling : JPMOD ; a social science …
20
(
1998
)
5
,
pp. 581-601
Persistent link: https://www.econbiz.de/10001246740
Saved in:
5
Estimating C-CAPM and the equity premium over the frequency domain
Kalyvitēs, Sarantēs
;
Panopulu, Aikaterinē
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
5
,
pp. 551-571
Persistent link: https://www.econbiz.de/10010228554
Saved in:
6
On the propagation of the fluctuations of stock returns on growth : is the global effect important ?
Hassapis, Christis
;
Kalyvitēs, Sarantēs
- In:
Journal of policy modeling : JPMOD ; a social science …
24
(
2002
)
5
,
pp. 487-502
Persistent link: https://www.econbiz.de/10001697715
Saved in:
7
Fiscal shocks and real exchange rate dynamics : some evidence for Latin America
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003641715
Saved in:
8
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:
9
Fiscal shocks and real exchange rate dynamics : some evidence for Latin America
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003641983
Saved in:
10
Persistence in US interest rates : is it stable over time?
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003739798
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