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subject:"Wechselkurs"
type_genre:"Article in journal"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~subject:"Estimation theory"
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Wechselkurs
Estimation theory
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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fractional integration
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Article in journal
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Caporale, Guglielmo Maria
Bahmani-Oskooee, Mohsen
61
MacDonald, Ronald
16
Hsing, Yu
15
Beckmann, Joscha
14
Kumbhakar, Subal
14
Tiwari, Aviral Kumar
14
Gupta, Rangan
13
Arize, Augustine Chuck
12
Gao, Jiti
12
Su, Liangjun
12
Tauchen, George Eugene
12
Belke, Ansgar
11
Hegerty, Scott W.
11
Linton, Oliver
11
Kumar, Dilip
10
Rashid, Abdul
10
Todorov, Viktor
10
Wohar, Mark E.
10
Baillie, Richard
9
Cheung, Yin-Wong
9
Chinn, Menzie David
9
Cho, Dooyeon
9
Grossmann, Axel
9
Li, Jia
9
Malindretos, John
9
Moosa, Imad A.
9
Phillips, Peter C. B.
9
Pierdzioch, Christian
9
Ramírez, Miguel D.
9
Shahbaz, Muhammad
9
Baharumshah, Ahmad Zubaidi
8
Baltagi, Badi H.
8
Bollerslev, Tim
8
Harvey, Hanafiah
8
Hsiao, Cheng
8
Hsu, Yu-Chin
8
Kapetanios, George
8
Lee, Lung-fei
8
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Journal of international money and finance
3
Applied economics letters
1
Economic modelling
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International review of financial analysis
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
Research in international business and finance
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
12
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1
Testing for UIP-type relationships : nonlinearities, monetary announcements and interest rate expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Open economies review
33
(
2022
)
4
,
pp. 705-749
Persistent link: https://www.econbiz.de/10013455611
Saved in:
2
Exchange rate parities and Taylor rule deviations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
4
,
pp. 1809-1835
Persistent link: https://www.econbiz.de/10013440437
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Non-normality, heteroscedasticity and recursive unit root tests of PPP : solving the PPP puzzle?
Caporale, Guglielmo Maria
;
Gregoriou, Andros
- In:
Applied economics letters
16
(
2009
)
1/3
,
pp. 223-226
Persistent link: https://www.econbiz.de/10003822964
Saved in:
9
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:
10
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:
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