High and low prices and the range in the European stock markets : a long-memory approach
Year of publication: |
[2019]
|
---|---|
Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. ; Poza, Carlos |
Publisher: |
Munich, Germany : CESifo, Center for Economic Studies & Ifo Institute |
Subject: | high and low prices | range | fractional integration | Schätzung | Estimation | EU-Staaten | EU countries | Börsenkurs | Share price | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Aktienmarkt | Stock market | Volatilität | Volatility | Großbritannien | United Kingdom |
Extent: | 1 Online-Ressource (circa 24 Seiten) |
---|---|
Series: | CESifo working papers. - München : [Verlag nicht ermittelbar], ISSN 2364-1428, ZDB-ID 2065232-X. - Vol. no. 7652 (May 2019) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/201878 [Handle] |
Classification: | C22 - Time-Series Models ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria, (2015)
-
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria, (2015)
-
Volatility regimes of selected central European stock returns : a Markov switching GARCH approach
Chocholatá, Michaela, (2022)
- More ...
-
High and low prices and the range in the European stock markets: a long-memory approach
Caporale, Guglielmo Maria, (2019)
-
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria, (2019)
-
The Covid-19 Pandemic and the Degree of Persistence of US Stock Prices and Bond Yields
Caporale, Guglielmo Maria, (2021)
- More ...