//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~language:"ita"
~person:"Caporale, Guglielmo Maria"
~subject:"ARCH model"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Estimation
92
Schätzung
92
Time series analysis
60
Zeitreihenanalyse
60
Theorie
58
Theory
58
USA
43
United States
43
Börsenkurs
41
Cointegration
41
Kointegration
41
Share price
41
Volatility
41
Volatilität
41
Aktienmarkt
32
Stock market
32
Capital income
31
Kapitaleinkommen
31
EU countries
29
EU-Staaten
29
Großbritannien
25
United Kingdom
25
Fractional integration
24
Exchange rate
23
Wechselkurs
23
Kaufkraftparität
19
Purchasing power parity
19
Einheitswurzeltest
18
Interest rate
18
Unit root test
18
Zins
18
Persistence
15
Welt
15
World
15
fractional integration
15
Emerging economies
14
Schwellenländer
14
ARCH-Modell
13
Deutschland
13
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
Arbeitspapier
31
Working Paper
31
Graue Literatur
28
Non-commercial literature
28
Aufsatz in Zeitschrift
13
Language
All
English
Italian
Author
All
Caporale, Guglielmo Maria
Ma, Feng
60
McAleer, Michael
49
Gupta, Rangan
41
Bouri, Elie
31
Kumar, Dilip
31
Zhang, Yaojie
30
McMillan, David G.
28
Serletis, Apostolos
27
Kang, Sang Hoon
26
Hammoudeh, Shawkat
24
Tiwari, Aviral Kumar
24
Wang, Yudong
24
Degiannakis, Stavros
23
Francq, Christian
23
Hamori, Shigeyuki
23
Wei, Yu
23
Yoon, Seong-min
23
Hafner, Christian M.
21
Liang, Chao
21
Nguyen, Duc Khuong
21
Zakoïan, Jean-Michel
20
Floros, Christos
19
Teräsvirta, Timo
19
Wu, Xinyu
19
Caporin, Massimiliano
18
Chiang, Thomas C.
18
Guesmi, Khaled
18
Mensi, Walid
18
Xuan Vinh Vo
18
Brooks, Robert
17
Chevallier, Julien
17
Choudhry, Taufiq
17
Engle, Robert F.
17
Karanasos, Menelaos
17
Hsing, Yu
16
Huang, Zhuo
16
Laurent, Sébastien
16
Malik, Farooq
16
Asai, Manabu
15
Bauwens, Luc
15
more ...
less ...
Published in...
All
Journal of international money and finance
3
Finance research letters
2
Research in international business and finance
2
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of monetary economics and finance
1
Journal of economics and finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility persistence in the Russian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430826
Saved in:
2
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:
3
Exchange rates and macro news in emerging markets
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
Research in international business and finance
46
(
2018
),
pp. 516-527
Persistent link: https://www.econbiz.de/10011983723
Saved in:
4
International portfolio flows and exchange rate volatility in emerging Asian markets
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Fabio
- In:
Journal of international money and finance
76
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011788040
Saved in:
5
Macro news and exchange rates in the BRICS
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
Finance research letters
21
(
2017
),
pp. 140-143
Persistent link: https://www.econbiz.de/10011807527
Saved in:
6
Spillovers between food and energy prices and structural breaks
Al-Maadid, Alanoud
;
Caporale, Guglielmo Maria
; …
- In:
International economics : a journal published by CEPII …
150
(
2017
),
pp. 1-18
Persistent link: https://www.econbiz.de/10011793787
Saved in:
7
Exchange rate uncertainty and international portfolio flows : a multivariate GARCH-in-mean approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
- In:
Journal of international money and finance
54
(
2015
),
pp. 70-92
Persistent link: https://www.econbiz.de/10011476078
Saved in:
8
Inflation and inflation uncertainty in the euro area
Caporale, Guglielmo Maria
;
Onorante, Luca
;
Paesani, Paolo
- In:
Empirical economics : a journal of the Institute for …
43
(
2012
)
2
,
pp. 597-615
Persistent link: https://www.econbiz.de/10009630335
Saved in:
9
Stock market, economic growth and EU accession : evidence from three CEECs
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
- In:
International journal of monetary economics and finance
5
(
2012
)
2
,
pp. 183-191
Persistent link: https://www.econbiz.de/10009697065
Saved in:
10
The Euro and inflation uncertainty in the European Monetary Union
Caporale, Guglielmo Maria
;
Kontonikas, Alexandros
- In:
Journal of international money and finance
28
(
2009
)
6
,
pp. 954-971
Persistent link: https://www.econbiz.de/10003888024
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->