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person:"Algieri, Bernardina"
~isPartOf:"Research in international business and finance"
~person:"Caporale, Guglielmo Maria"
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Estimation
5
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5
Cointegration
3
Fractional integration
3
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Long memory
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Time series analysis
2
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Algieri, Bernardina
Caporale, Guglielmo Maria
Gupta, Rangan
9
Gil-Alaña, Luis A.
6
Tiwari, Aviral Kumar
5
Chevallier, Julien
4
Abedin, Mohammad Zoynul
3
Aboura, Sofiane
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Ashraf, Badar Nadeem
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Balcilar, Mehmet
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Ftiti, Zied
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Klotzle, Marcelo Cabus
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2
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2
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Bouteska, Ahmed
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Chiang, Thomas C.
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Foglia, Matteo
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Guesmi, Khaled
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Ji, Qiang
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Kitamura, Yoshihiro
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Lau, Chi Keung
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Lee, Chien-chiang
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McMillan, David G.
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Nazlıoğlu, Şaban
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2
Zheng, Changjun
2
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1
Agudelo, Diego A.
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Research in international business and finance
CESifo working papers
74
Economics and finance working paper series
53
Discussion papers / Deutsches Institut für Wirtschaftsforschung
34
CESifo Working Paper Series
28
DIW Berlin Discussion Paper
24
Discussion paper / Centre for Economic Forecasting
22
CESifo Working Paper
21
Applied economics letters
7
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4
Journal of international money and finance
4
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion papers of interdisciplinary research project 373
3
Empirica : journal of european economics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Finance research letters
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International journal of finance & economics : IJFE
3
International review of financial analysis
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
ZEF discussion papers on development policy
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Applied financial economics
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Bulletin of economic research
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Discussion paper series / IZA
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International review of applied economics
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Journal of economic integration
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Journal of economics and finance
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Journal of economics and finance : JEF
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Open economies review
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Oxford bulletin of economics and statistics
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Review of financial economics : RFE
2
Review of international economics
2
Scottish journal of political economy : the journal of the Scottish Economic Society
2
African development review
1
Applied financial economics letters
1
BOFIT Discussion Paper
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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ECONIS (ZBW)
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
Economic policy uncertainty : persistence and cross-country linkages
Abakah, Emmanuel Joel Aikins
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013286262
Saved in:
3
High and low prices and the range in the European stock markets : a long-memory approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Research in international business and finance
52
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012543286
Saved in:
4
Estimation of conditional asset pricing models with integrated variables in the beta specification
Antypas, Antonios
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012548351
Saved in:
5
Modelling volatility of cryptocurrencies using Markov-Switching GARCH models
Caporale, Guglielmo Maria
;
Zekokh, Timur
- In:
Research in international business and finance
48
(
2019
),
pp. 143-155
Persistent link: https://www.econbiz.de/10012135859
Saved in:
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