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subject:"Volatilität"
type_genre:"Article in journal"
~person:"Caporale, Guglielmo Maria"
~type_genre:"Amtliche Publikation"
~type_genre:"Bibliography included"
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Search: subject_exact:"Estimation"
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Volatilität
Estimation
92
Schätzung
92
Time series analysis
38
Zeitreihenanalyse
38
Cointegration
29
Kointegration
29
Theorie
28
Theory
28
USA
25
United States
25
Fractional integration
18
Börsenkurs
17
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17
Volatility
16
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13
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13
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11
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fractional integration
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Article
16
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Article in journal
Amtliche Publikation
Bibliography included
Arbeitspapier
26
Graue Literatur
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Non-commercial literature
26
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26
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16
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1
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English
16
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Caporale, Guglielmo Maria
Gupta, Rangan
59
Bahmani-Oskooee, Mohsen
33
Ma, Feng
25
Todorov, Viktor
24
McAleer, Michael
23
Bollerslev, Tim
22
Bouri, Elie
22
Pierdzioch, Christian
22
Kumar, Dilip
20
Wohar, Mark E.
20
Xuan Vinh Vo
20
Balcilar, Mehmet
19
Kang, Sang Hoon
16
Mensi, Walid
16
Asai, Manabu
15
Gil-Alaña, Luis A.
15
Rashid, Abdul
15
Tiwari, Aviral Kumar
15
Brooks, Robert
14
Li, Jia
14
Wei, Yu
14
Andersen, Torben
13
Chiang, Thomas C.
13
Tauchen, George Eugene
13
Wang, Yudong
13
Yoon, Seong-min
13
Zhu, Huiming
13
Apergēs, Nikolaos
12
Hegerty, Scott W.
12
Lee, Chien-chiang
12
Malik, Farooq
12
McMillan, David G.
12
Wu, Xinyu
12
Caporin, Massimiliano
11
Floros, Christos
11
Nonejad, Nima
11
Zhang, Yaojie
11
Bali, Turan G.
10
Chevallier, Julien
10
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Journal of international money and finance
3
Research in international business and finance
2
Applied economics letters
1
Applied financial economics letters
1
Eastern economic journal
1
Finance research letters
1
International review of financial analysis
1
Journal of economic integration
1
Journal of economics and finance : JEF
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Open economies review
1
Review of international economics
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ECONIS (ZBW)
16
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1
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10
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16
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1
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
Saved in:
2
Financial integration in the GCC region : market size versus national effects
Arin, Kerim Peren
;
Caporale, Guglielmo Maria
;
Kyriacou, …
- In:
Open economies review
31
(
2020
)
2
,
pp. 309-316
Persistent link: https://www.econbiz.de/10012229747
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
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:
5
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
Saved in:
6
International portfolio flows and exchange rate volatility in emerging Asian markets
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Fabio
- In:
Journal of international money and finance
76
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011788040
Saved in:
7
Exchange rate uncertainty and international portfolio flows : a multivariate GARCH-in-mean approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
- In:
Journal of international money and finance
54
(
2015
),
pp. 70-92
Persistent link: https://www.econbiz.de/10011476078
Saved in:
8
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.
- In:
International review of financial analysis
29
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
Saved in:
9
Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Multinational finance journal : MF ; quarterly …
16
(
2012
)
1/2
,
pp. 105-136
Persistent link: https://www.econbiz.de/10010257552
Saved in:
10
Stock market integration between three CEECs
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
- In:
Journal of economic integration
27
(
2012
)
1
,
pp. 115-122
Persistent link: https://www.econbiz.de/10009517757
Saved in:
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