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subject:"Volatility"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Research in international business and finance"
~person:"Caporale, Guglielmo Maria"
~subject:"Long memory"
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Volatility
Long memory
Estimation
5
Schätzung
5
Cointegration
3
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3
Kointegration
3
Time series analysis
2
Volatilität
2
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Caporale, Guglielmo Maria
Aboura, Sofiane
3
Chevallier, Julien
3
Gil-Alaña, Luis A.
3
Gupta, Rangan
3
Chan, Joshua
2
Hautsch, Nikolaus
2
Li, Jia
2
Li, Wai Keung
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Moffitt, Robert A.
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Mumtaz, Haroon
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Alsarhan, Abdulwahab A.
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Amado, Cristina
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Anderson, Heather M.
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Andrikopoulos, Panagiotis
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Assaf, Ata
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1
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1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Research in international business and finance
Economics and finance working paper series
13
CESifo working papers
9
Discussion papers / Deutsches Institut für Wirtschaftsforschung
7
CESifo Working Paper Series
5
DIW Berlin Discussion Paper
3
Journal of international money and finance
3
CESifo Working Paper
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Journal of economics and finance : JEF
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Applied economics letters
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Eastern economic journal
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International review of financial analysis
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Journal of economic integration
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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ECONIS (ZBW)
4
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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
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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