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~language:"eng"
~person:"Caporale, Guglielmo Maria"
~subject:"ARCH model"
~subject:"Unit root test"
~type_genre:"Article in journal"
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ARCH model
Unit root test
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92
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92
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60
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60
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58
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43
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43
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Caporale, Guglielmo Maria
Chang, Tsangyao
88
Ma, Feng
60
Taylor, Robert
54
McAleer, Michael
51
Su, Chi-Wei
50
Gupta, Rangan
49
Gil-Alaña, Luis A.
47
Tiwari, Aviral Kumar
42
Leybourne, Stephen James
40
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39
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37
Westerlund, Joakim
35
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33
Bouri, Elie
32
Chang, Hsu-Ling
32
Kumar, Dilip
31
Harvey, David I.
30
Serletis, Apostolos
30
Zhang, Yaojie
30
Lee, Chien-chiang
29
McMillan, David G.
28
Lee, Junsoo
27
Kang, Sang Hoon
26
Hammoudeh, Shawkat
24
Hamori, Shigeyuki
24
Wang, Yudong
24
Degiannakis, Stavros
23
Francq, Christian
23
Wei, Yu
23
Yoon, Seong-min
23
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22
Baharumshah, Ahmad Zubaidi
21
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21
Liang, Chao
21
Nguyen, Duc Khuong
21
Herwartz, Helmut
20
Holmes, Mark J.
20
Lau, Chi Keung
20
Ramírez, Miguel D.
20
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Journal of international money and finance
3
Economics letters
2
Empirica : journal of european economics
2
Finance research letters
2
Journal of economics and finance
2
Journal of forecasting
2
Research in international business and finance
2
Review of financial economics : RFE
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Applied economics letters
1
Applied financial economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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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
International review of applied economics
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
31
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31
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1
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 50-61
Persistent link: https://www.econbiz.de/10012430865
Saved in:
2
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:
3
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:
4
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:
5
The fisher relationship in Nigeria
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
- In:
Journal of economics and finance
41
(
2017
)
2
,
pp. 343-353
Persistent link: https://www.econbiz.de/10011795723
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Long-run and cyclical dynamics in the US stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Journal of forecasting
33
(
2014
)
2
,
pp. 147-161
Persistent link: https://www.econbiz.de/10010424845
Saved in:
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