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type_genre:"Article in journal"
~person:"Caporale, Guglielmo Maria"
~subject:"Zeitreihenanalyse"
~type_genre:"Collection of articles of several authors"
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Zeitreihenanalyse
Theorie
58
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58
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28
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22
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12
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12
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10
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Article in journal
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52
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51
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51
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Caporale, Guglielmo Maria
Phillips, Peter C. B.
55
Franses, Philip Hans
52
Gil-Alaña, Luis A.
42
Perron, Pierre
29
Taylor, Robert
28
Harvey, Andrew C.
25
Koopman, Siem Jan
25
Leybourne, Stephen James
25
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23
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22
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22
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21
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20
Hendry, David F.
20
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19
Hong, Yongmiao
19
Teräsvirta, Timo
19
Ghysels, Eric
18
Mills, Terence C.
18
Petropoulos, Fotios
18
Swanson, Norman R.
18
Hyndman, Rob J.
17
McAleer, Michael
17
Engle, Robert F.
16
Pesaran, M. Hashem
16
Peña, Daniel
16
Proietti, Tommaso
16
Sibbertsen, Philipp
16
Assimakopoulos, V.
15
Chan, Joshua
15
Gupta, Rangan
15
Haldrup, Niels
15
Herwartz, Helmut
15
Makridakis, Spyros G.
15
McElroy, Tucker
15
Robinson, Peter M.
15
Saikkonen, Pentti
15
Lucas, André
14
Marcellino, Massimiliano
14
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Applied economics letters
3
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2
Oxford bulletin of economics and statistics
2
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1
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1
Applied financial economics letters
1
Empirica : journal of european economics
1
Finance research letters
1
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1
International journal of finance & economics : IJFE
1
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1
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1
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1
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1
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ECONIS (ZBW)
22
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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
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
3
Persistence in the market risk premium : evidence across countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
45
(
2021
)
3
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012547070
Saved in:
4
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:
5
The PPP hypothesis revisited : evidence using a multivariate long-memory model
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Lovcha, …
- In:
The empirical economics letters : a monthly …
17
(
2018
)
5
,
pp. 563-567
Persistent link: https://www.econbiz.de/10011913379
Saved in:
6
The fisher relationship in Nigeria
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
- In:
Journal of economics and finance
41
(
2017
)
2
,
pp. 343-353
Persistent link: https://www.econbiz.de/10011795723
Saved in:
7
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
152
(
2017
),
pp. 116-123
Persistent link: https://www.econbiz.de/10011802433
Saved in:
8
Modelling African inflation rates : nonlinear deterministic terms and long-range dependence
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Applied economics letters
22
(
2015
)
4/6
,
pp. 421-424
Persistent link: https://www.econbiz.de/10010507895
Saved in:
9
Estimating persistence in the volatility of asset returns with signal plus noise models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International journal of finance & economics : IJFE
17
(
2012
)
1
,
pp. 23-30
Persistent link: https://www.econbiz.de/10009507857
Saved in:
10
Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
17
(
2010
)
10/12
,
pp. 1079-1081
Persistent link: https://www.econbiz.de/10008699280
Saved in:
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