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subject:"Volatilität"
~isPartOf:"Applied economics letters"
~person:"Caporale, Guglielmo Maria"
~person:"Olson, Eric"
~subject:"Time series analysis"
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Volatilität
Time series analysis
Estimation
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4
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Caporale, Guglielmo Maria
Olson, Eric
Gil-Alaña, Luis A.
9
Tiwari, Aviral Kumar
4
Chang, Tsangyao
3
Bahmani-Oskooee, Mohsen
2
Carcel, Hector
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Applied economics letters
CESifo working papers
38
Economics and finance working paper series
34
Discussion papers / Deutsches Institut für Wirtschaftsforschung
17
CESifo Working Paper Series
12
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Research in international business and finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Oxford bulletin of economics and statistics
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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Review of financial economics : RFE
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Review of international economics
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The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
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1
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:
2
Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data
Gupta, Rangan
;
Marfatia, Hardik A.
;
Olson, Eric
- In:
Applied economics letters
27
(
2020
)
16
,
pp. 1305-1311
Persistent link: https://www.econbiz.de/10012267127
Saved in:
3
Sentiment's effect on the variance of stock returns
Olson, Eric
;
Nowak, Adam
- In:
Applied economics letters
27
(
2020
)
18
,
pp. 1469-1473
Persistent link: https://www.econbiz.de/10012315615
Saved in:
4
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:
5
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:
6
Cointegration tests of PPP : do they also exhibit erratic behaviour?
Caporale, Guglielmo Maria
;
Hanck, Christoph
- In:
Applied economics letters
16
(
2009
)
1/3
,
pp. 9-15
Persistent link: https://www.econbiz.de/10003822534
Saved in:
7
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:
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