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subject:"Estimation"
subject:"Zeitreihenanalyse"
~person:"Brooks, Robert"
~person:"Caporale, Guglielmo Maria"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Forschungsbericht"
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Estimation
Zeitreihenanalyse
Schätzung
128
Time series analysis
42
Theorie
38
Theory
38
USA
30
United States
30
Volatility
30
Volatilität
30
Cointegration
29
Kointegration
29
Börsenkurs
28
Share price
28
Capital income
22
Kapitaleinkommen
22
Aktienmarkt
21
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21
Fractional integration
18
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13
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13
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12
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11
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11
fractional integration
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9
Geldpolitik
9
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9
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9
Persistence
9
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9
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Article
127
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1
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Aufsatz in Zeitschrift
Forschungsbericht
Arbeitspapier
187
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187
Graue Literatur
181
Non-commercial literature
181
Article in journal
127
Aufsatz im Buch
3
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English
128
Author
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Brooks, Robert
Caporale, Guglielmo Maria
Gupta, Rangan
173
Bahmani-Oskooee, Mohsen
156
Gil-Alaña, Luis A.
126
Chang, Tsangyao
97
Tiwari, Aviral Kumar
80
Wohar, Mark E.
80
Apergēs, Nikolaos
77
Narayan, Paresh Kumar
74
Belke, Ansgar
65
Lee, Chien-chiang
63
Zaremba, Adam
62
Kumbhakar, Subal
56
Shahbaz, Muhammad
56
Wagner, Joachim
54
Su, Chi-Wei
53
Pierdzioch, Christian
52
Balcilar, Mehmet
49
Egger, Peter
48
Hsing, Yu
47
Moosa, Imad A.
47
Serletis, Apostolos
47
Herwartz, Helmut
45
McMillan, David G.
44
Xuan Vinh Vo
44
Holmes, Mark J.
41
Hammoudeh, Shawkat
40
McAleer, Michael
40
Payne, James E.
40
Tsionas, Efthymios G.
39
Jalles, João Tovar
37
Kutan, Ali Mustafa
37
Schneider, Friedrich
37
MacDonald, Ronald
36
Pradhan, Rudra Prakash
36
Afonso, António
35
Salisu, Afees A.
35
Bouri, Elie
34
Ma, Feng
34
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Applied economics letters
8
Applied financial economics
7
International review of financial analysis
5
Research in international business and finance
5
Economic modelling
4
International review of economics & finance : IREF
4
Journal of international financial markets, institutions & money
4
Journal of international money and finance
4
Applied economics
3
Applied financial economics letters
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
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3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International journal of finance & economics : IJFE
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Advances in investment analysis and portfolio management : a research annual
2
Australian economic papers
2
Bulletin of economic research
2
Empirica : journal of european economics
2
Journal of economic integration
2
Journal of economics and finance
2
Journal of economics and finance : JEF
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Open economies review
2
Oxford bulletin of economics and statistics
2
Pacific-Basin finance journal
2
Review of financial economics : RFE
2
Review of international economics
2
Scottish journal of political economy : the journal of the Scottish Economic Society
2
Abacus : a journal of accounting, finance and business studies
1
Advances in futures and options research : a research annual
1
African development review
1
Australian journal of management
1
China economic review : an international journal
1
Comparative economic studies
1
Computational economics
1
Defence and peace economics
1
Eastern economic journal
1
Econometric reviews
1
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ECONIS (ZBW)
128
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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
Shadow rates as a measure of the monetary policy stance : some international evidence
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Scottish journal of political economy : the journal of …
70
(
2023
)
5
,
pp. 399-422
Persistent link: https://www.econbiz.de/10014437258
Saved in:
3
Risk analysis of pension fund investment choices
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
Abacus : a journal of accounting, finance and business …
59
(
2023
)
3
,
pp. 872-898
Persistent link: https://www.econbiz.de/10014443578
Saved in:
4
The short-run and long-run effects of trade openness on financial development : some panel evidence for Europe
Caporale, Guglielmo Maria
;
Sova, Anamaria Diana
;
Sova, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3891-3901
Persistent link: https://www.econbiz.de/10014429199
Saved in:
5
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
6
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
7
Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Bulletin of economic research
74
(
2022
)
1
,
pp. 123-134
Persistent link: https://www.econbiz.de/10012819299
Saved in:
8
U.S. house prices by Census Division : persistence, trends and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International advances in economic research
29
(
2023
)
1/2
,
pp. 79-90
Persistent link: https://www.econbiz.de/10014251676
Saved in:
9
Stock market linkages between the ASEAN countries, China and the US : a fractional integration/cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
5
,
pp. 1502-1514
Persistent link: https://www.econbiz.de/10013167095
Saved in:
10
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
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