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~language:"eng"
~person:"Caporale, Guglielmo Maria"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Kapitaleinkommen
Estimation
94
Schätzung
94
Theorie
60
Theory
60
Time series analysis
60
Zeitreihenanalyse
60
Börsenkurs
43
Share price
43
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43
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41
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41
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41
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33
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Article
31
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Article in journal
Aufsatz im Buch
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72
Graue Literatur
72
Non-commercial literature
72
Working Paper
72
Aufsatz in Zeitschrift
31
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Caporale, Guglielmo Maria
Gupta, Rangan
120
Zaremba, Adam
94
McMillan, David G.
67
Narayan, Paresh Kumar
59
Wohar, Mark E.
58
Faff, Robert W.
46
Bouri, Elie
44
Bali, Turan G.
41
Cakici, Nusret
41
Ma, Feng
40
Tiwari, Aviral Kumar
38
Fletcher, Jonathan
36
Brooks, Robert
35
Chiang, Thomas C.
35
Demirer, Rıza
35
Wang, Yudong
35
Pierdzioch, Christian
33
Sehgal, Sanjay
33
Titman, Sheridan
33
Zhang, Wei
33
Nguyen, Duc Khuong
32
Timmermann, Allan
31
Fabozzi, Frank J.
30
Zhou, Guofu
30
Gil-Alaña, Luis A.
29
Harvey, Campbell R.
29
Subrahmanyam, Avanidhar
29
Xuan Vinh Vo
28
Guidolin, Massimo
27
Lee, Bong-soo
27
Wei, K. C. John
27
Bollerslev, Tim
26
Hammoudeh, Shawkat
26
Ryu, Doojin
26
Shahzad, Syed Jawad Hussain
26
Balcilar, Mehmet
25
Satchell, Stephen
25
Shen, Dehua
25
Zhang, Yaojie
25
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Financial markets and portfolio management
3
Applied financial economics
2
Computational economics
2
Finance research letters
2
Investment management and financial innovations
2
Journal of applied economics
2
Research in international business and finance
2
The European journal of finance
2
Applied economics letters
1
Applied financial economics letters
1
China economic review : an international journal
1
Cogent economics & finance
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of economics and finance
1
Journal of economics and finance : JEF
1
Journal of international money and finance
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
The journal of investment strategies
1
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)
31
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21
Consumption, wealth, stock and housing returns : evidence from emerging markets
Caporale, Guglielmo Maria
;
Sousa, Ricardo M.
- In:
Research in international business and finance
36
(
2016
),
pp. 562-578
Persistent link: https://www.econbiz.de/10011594626
Saved in:
22
Intraday anomalies and market efficiency : a trading robot analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
47
(
2016
)
2
,
pp. 275-295
Persistent link: https://www.econbiz.de/10011712348
Saved in:
23
Macro news and stock returns in the Euro area : a VAR-GARCH-in-mean analysis
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
International review of financial analysis
45
(
2016
),
pp. 180-188
Persistent link: https://www.econbiz.de/10011581967
Saved in:
24
Oil price uncertainty and sectoral stock returns in China : a time-varying approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
- In:
China economic review : an international journal
34
(
2015
),
pp. 311-321
Persistent link: https://www.econbiz.de/10011459802
Saved in:
25
Testing stock market convergence : a non-linear factor approach
Caporale, Guglielmo Maria
;
Erdogan, Burcu
;
Kuzin, Vladimir
- In:
Empirica : journal of european economics
42
(
2015
)
3
,
pp. 481-498
Persistent link: https://www.econbiz.de/10011485529
Saved in:
26
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:
27
Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Multinational finance journal : MF ; quarterly …
16
(
2012
)
1/2
,
pp. 105-136
Persistent link: https://www.econbiz.de/10010257552
Saved in:
28
Testing for persistence in mutual fund performance and ex-post verification problem : evidence from the Greek market
Babalos, Vassilios
;
Caporale, Guglielmo Maria
; …
- In:
The European journal of finance
14
(
2008
)
7/8
,
pp. 735-753
Persistent link: https://www.econbiz.de/10003816554
Saved in:
29
Modelling stochastic volatility in asset returns using fractionally integrated semiparametric techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics letters
2
(
2006
)
1
,
pp. 9-12
Persistent link: https://www.econbiz.de/10003301505
Saved in:
30
Feedbacks between mutual fund flows and security returns : evidence from the Greek capital market
Caporale, Guglielmo Maria
;
Philippas, Nikolaos
;
Pittis, …
- In:
Applied financial economics
14
(
2004
)
14
,
pp. 981-989
Persistent link: https://www.econbiz.de/10002377735
Saved in:
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