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~isPartOf:"Research in international business and finance"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Lien, Da-hsiang Donald"
~person:"Williams, Colin C."
~subject:"Estimation"
~type_genre:"Article in journal"
~type_genre:"Article"
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Estimation
Fractional integration
5
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5
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3
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3
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3
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Caporale, Guglielmo Maria
Lien, Da-hsiang Donald
Williams, Colin C.
Gupta, Rangan
9
Gil-Alaña, Luis A.
6
Tiwari, Aviral Kumar
5
Chevallier, Julien
4
Abedin, Mohammad Zoynul
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Aboura, Sofiane
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Ashraf, Badar Nadeem
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Asongu, Simplice
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Lau, Chi Keung
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Lee, Chien-chiang
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Zheng, Changjun
2
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1
Agudelo, Diego A.
1
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Research in international business and finance
Applied economics letters
9
Applied economics
5
Applied financial economics
4
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4
Finance research letters
4
International review of financial analysis
4
Journal of international money and finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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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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International journal of finance & economics : IJFE
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The North American journal of economics and finance : a journal of financial economics studies
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Oxford bulletin of economics and statistics
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Review of international economics
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Scottish journal of political economy : the journal of the Scottish Economic Society
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African development review
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Applied financial economics letters
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Emerging markets, finance and trade : EMFT
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Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
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ECONIS (ZBW)
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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
Economic policy uncertainty : persistence and cross-country linkages
Abakah, Emmanuel Joel Aikins
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013286262
Saved in:
3
Estimation of conditional asset pricing models with integrated variables in the beta specification
Antypas, Antonios
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012548351
Saved in:
4
High and low prices and the range in the European stock markets : a long-memory approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Research in international business and finance
52
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012543286
Saved in:
5
Modelling volatility of cryptocurrencies using Markov-Switching GARCH models
Caporale, Guglielmo Maria
;
Zekokh, Timur
- In:
Research in international business and finance
48
(
2019
),
pp. 143-155
Persistent link: https://www.econbiz.de/10012135859
Saved in:
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