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subject:"United States"
type_genre:"Bibliography included"
~person:"Caporale, Guglielmo Maria"
~subject:"Volatilität"
~type_genre:"Article in journal"
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United States
Volatilität
Estimation theory
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Caporale, Guglielmo Maria
Kumar, Dilip
16
Maheswaran, S.
14
Tauchen, George Eugene
12
Todorov, Viktor
12
Li, Jia
11
Teräsvirta, Timo
8
Andersen, Torben
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Bollerslev, Tim
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Francq, Christian
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Ghysels, Eric
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Kim, Donggyu
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Li, Yingying
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Liu, Zhi
7
Mykland, Per A.
7
Hafner, Christian M.
6
Wang, Yazhen
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Aït-Sahalia, Yacine
5
Diebold, Francis X.
5
Fan, Jianqing
5
Hoffman, Dennis L.
5
Jing, Bingyi
5
Koopman, Siem Jan
5
Maddala, Gangadharrao S.
5
McAleer, Michael
5
Park, Joon Y.
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Swanson, Norman R.
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Taylor, Stephen
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Zakoïan, Jean-Michel
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Arnerić, Josip
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Atkinson, Scott Estes
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Cornwell, Christopher Mark
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Applied economics letters
1
Economic modelling
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
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1
IGARCH models and structural breaks
Caporale, Guglielmo Maria
;
Pittis, Nikitas
;
Spagnolo, Nicola
- In:
Applied economics letters
10
(
2003
)
12
,
pp. 765-768
Persistent link: https://www.econbiz.de/10001819341
Saved in:
2
Parameter instability, superexogeneity, and the monetary model of the exchange rate
Caporale, Guglielmo Maria
;
Pittis, Nikitas
- In:
Weltwirtschaftliches Archiv : Zeitschrift des Instituts …
137
(
2001
)
3
,
pp. 501-524
Persistent link: https://www.econbiz.de/10001618429
Saved in:
3
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:
4
Unit roots and long-run causality : investigating the relationship between output, money and interest rates
Caporale, Guglielmo Maria
- In:
Economic modelling
15
(
1998
)
1
,
pp. 91-112
Persistent link: https://www.econbiz.de/10001247848
Saved in:
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