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subject:"Volatilität"
~person:"Caporale, Guglielmo Maria"
~subject:"USA"
~type_genre:"Article in journal"
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Volatilität
USA
Estimation
93
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93
Time series analysis
38
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29
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29
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28
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Caporale, Guglielmo Maria
Gupta, Rangan
96
Bahmani-Oskooee, Mohsen
52
Gil-Alaña, Luis A.
44
Wohar, Mark E.
37
Bollerslev, Tim
28
Ma, Feng
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Balcilar, Mehmet
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Bouri, Elie
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Pierdzioch, Christian
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25
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Xuan Vinh Vo
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Apergēs, Nikolaos
23
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20
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18
Kang, Sang Hoon
18
Mensi, Walid
18
Brooks, Robert
17
Hegerty, Scott W.
16
McMillan, David G.
16
Payne, James E.
16
Serletis, Apostolos
16
Tauchen, George Eugene
16
Yoon, Seong-min
16
Asai, Manabu
15
Belke, Ansgar
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Caporin, Massimiliano
15
Hammoudeh, Shawkat
15
Jawadi, Fredj
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Rashid, Abdul
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14
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14
Lee, Chien-chiang
14
Li, Jia
14
Sarno, Lucio
14
Wang, Yudong
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Applied economics letters
3
Journal of international money and finance
3
Applied financial economics
2
Economic modelling
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
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2
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2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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31
The euro and monetary policy transparency
Caporale, Guglielmo Maria
;
Cipollini, Andrea
- In:
Eastern economic journal
28
(
2002
)
1
,
pp. 59-70
Persistent link: https://www.econbiz.de/10001671019
Saved in:
32
Aggregate money demand functions in five industrial countries: are they cointegrated?
Caporale, Guglielmo Maria
;
Hall, Stephen G.
;
Urga, Giovanni
- In:
Estudos econômicos : publicação trimestral do …
31
(
2001
)
2
,
pp. 395-423
Persistent link: https://www.econbiz.de/10001702504
Saved in:
33
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:
34
Testing for PPP and UIP in an FIML framework : some evidence for Germany and Japan
Caporale, Guglielmo Maria
;
Kalyvitēs, Sarantēs
; …
- In:
Journal of policy modeling : JPMOD ; a social science …
23
(
2001
)
6
,
pp. 637-650
Persistent link: https://www.econbiz.de/10001631861
Saved in:
35
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:
36
Unit roots and long-run causality : investigating the relationship between output, money and interest rates
Caporale, Guglielmo Maria
- In:
Economic modelling
15
(
1998
)
1
,
pp. 91-112
Persistent link: https://www.econbiz.de/10001247848
Saved in:
37
Domestic and external factors in interest rate determination
Caporale, Guglielmo Maria
- In:
Applied financial economics
7
(
1997
)
5
,
pp. 465-471
Persistent link: https://www.econbiz.de/10001229845
Saved in:
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