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~isPartOf:"International journal of finance & economics : IJFE"
~person:"Caporale, Guglielmo Maria"
~subject:"Time series analysis"
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Time series analysis
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Caporale, Guglielmo Maria
Gil-Alaña, Luis A.
4
Hall, Stephen G.
3
Yaya, OlaOluwa S.
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De Grauwe, Paul
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International journal of finance & economics : IJFE
CESifo working papers
56
Economics and finance working paper series
49
Discussion papers / Deutsches Institut für Wirtschaftsforschung
21
Discussion paper / Centre for Economic Forecasting
20
DIW Berlin Discussion Paper
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CESifo Working Paper Series
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CESifo Working Paper
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Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of economics and finance
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Journal of economics and finance : JEF
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Research in international business and finance
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Applied economics
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Applied financial economics
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Discussion papers of interdisciplinary research project 373
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Economic modelling
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HWWA discussion paper
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Journal of forecasting
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Journal of international money and finance
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Oxford bulletin of economics and statistics
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Advances in quantitative analysis of finance and accounting : a research annual
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African journal of economic and sustainable development
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Applied financial economics letters
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Bulletin of economic research
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Comparative economic studies
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Empirica : journal of european economics
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German economic review
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IHS economics series : working paper
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International advances in economic research
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International review of financial analysis
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Journal of applied economics
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Journal of economic integration
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Journal of economic surveys
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Journal of innovation and entrepreneurship : JIE
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Journal of international development : the journal of the Development Studies Association
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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:
2
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:
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