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~person:"Caporale, Guglielmo Maria"
~subject:"Unit root test"
~subject:"Volatilität"
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Unit root test
Volatilität
Schätzung
130
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129
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90
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88
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71
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70
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66
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Caporale, Guglielmo Maria
Gupta, Rangan
145
McAleer, Michael
97
Chang, Tsangyao
67
Bahmani-Oskooee, Mohsen
65
Narayan, Paresh Kumar
59
Pierdzioch, Christian
59
Gil-Alaña, Luis A.
57
Ma, Feng
48
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46
Tiwari, Aviral Kumar
46
Hammoudeh, Shawkat
44
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44
Chang, Chia-Lin
43
Su, Chi-Wei
38
Westerlund, Joakim
35
Wohar, Mark E.
34
Bollerslev, Tim
33
Lux, Thomas
32
Smyth, Russell
32
Aizenman, Joshua
31
Taylor, Robert
31
Yu, Jun
31
Mensi, Walid
30
Salisu, Afees A.
30
Spagnolo, Nicola
29
Demirer, Rıza
28
Kunst, Robert M.
28
Kang, Sang Hoon
26
Nielsen, Morten Ørregaard
26
Hegerty, Scott W.
25
Allen, David E.
24
Österholm, Pär
24
Chang, Hsu-Ling
23
McMillan, David G.
23
Miller, Stephen M.
23
Mumtaz, Haroon
23
Caporin, Massimiliano
22
Chiarella, Carl
22
Engle, Robert F.
22
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Economics and finance working paper series
40
Journal of economics and finance
3
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2
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2
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2
Empirica : journal of european economics
2
IHS economics series : working paper
2
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2
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2
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2
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2
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1
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
76
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1
Volatility forecasts for the RTS stock index : option-implied volatility versus alternative methods
Caporale, Guglielmo Maria
;
Teterkina, Daria
-
2019
Persistent link: https://www.econbiz.de/10011996358
Saved in:
2
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
-
2019
Persistent link: https://www.econbiz.de/10011996362
Saved in:
3
Asymmetries, uncertainty and inflation : evidence from developed and emerging economies
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Journal of economics and finance : JEF
47
(
2023
)
4
,
pp. 984-1017
Persistent link: https://www.econbiz.de/10014448593
Saved in:
4
Bitcoin fluctuations and the frequency of price overreactions
Caporale, Guglielmo Maria
;
Plastun, Alex
;
Oliinyk, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011995725
Saved in:
5
Persistence in the Russian stock market volatility indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
Persistent link: https://www.econbiz.de/10011995731
Saved in:
6
On stock price overreactions : frequency, seasonality and information content
Caporale, Guglielmo Maria
;
Plastun, Alex
-
2018
Persistent link: https://www.econbiz.de/10011995735
Saved in:
7
Modelling volatility of cryptocurrencies using Markov-switching GARCH models
Caporale, Guglielmo Maria
;
Zekokh, Timur
-
2018
Persistent link: https://www.econbiz.de/10011995757
Saved in:
8
Fractional integration and the persistence of UK inflation, 1210-2016
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2018
Persistent link: https://www.econbiz.de/10011995775
Saved in:
9
Financial integration in the GCC region : market size versus national effects
Arin, Kerim Peren
;
Caporale, Guglielmo Maria
;
Kyriacou, …
-
2018
Persistent link: https://www.econbiz.de/10011995788
Saved in:
10
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
Persistent link: https://www.econbiz.de/10011893067
Saved in:
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