//--> //--> //-->
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
~isPartOf:"Economics and finance working paper series"
~person:"Gil-Alaña, Luis A."
~person:"Welfens, Paul J. J."
~subject:"Volatilität"
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
Long memory and volatility dyn...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Time series analysis
42
Zeitreihenanalyse
42
Estimation
33
Schätzung
33
USA
24
United States
24
Theorie
18
Theory
18
fractional integration
17
Cointegration
16
Kointegration
16
Großbritannien
13
United Kingdom
13
Aktienmarkt
11
Stock market
11
Börsenkurs
10
EU countries
10
EU-Staaten
10
Share price
10
Structural break
10
Strukturbruch
10
Capital income
9
Kapitaleinkommen
9
Volatility
9
Efficient market hypothesis
7
Effizienzmarkthypothese
7
Interest rate
7
Zins
7
persistence
7
long memory
6
Business cycle
5
Exchange rate
5
Financial market
5
Finanzmarkt
5
Fractional integration
5
Konjunktur
5
Wechselkurs
5
fractional cointegration
5
Africa
4
more ...
less ...
Online availability
All
Free
9
Type of publication
All
Book / Working Paper
9
Type of publication (narrower categories)
All
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Language
All
English
9
Author
All
Gil-Alaña, Luis A.
Welfens, Paul J. J.
Caporale, Guglielmo Maria
33
Spagnolo, Nicola
16
Spagnolo, Fabio
7
Beirne, John
4
Plastun, Alex
4
Hunter, John
3
Moore, Tomoe
3
Ali, Faek Menla
2
Barrell, Ray
2
Karanasos, Menelaos
2
Kartsaklas, Aris
2
Nahhas, Abdulkader
2
Schulze-Ghattas, Marianne
2
Wang, Ping
2
Abilov, Nurdaulet
1
Al-Maadid, Alanoud
1
Amor, Thouraya Hadj
1
Arin, Kerim Peren
1
Babalos, Vassilios
1
Bhaumik, Sumon Kumar
1
Campos, Nauro
1
Canepa, Alessandra
1
Chen, Qiwei
1
Ciferri, Davide
1
Girardi, Alessandro
1
Gregoriou, Andros
1
Ibnrubbian, Abdullah
1
Karanasos, Menelaos G.
1
Kartsaklas, A.
1
Kyriacou, Kyriacos
1
Makarenko, Inna
1
Martin, Christopher
1
Milas, Costas
1
Oliinyk, Viktor
1
Rault, Christophe
1
Teterkina, Daria
1
Trani, Tommaso
1
Tripathy, Trilochan
1
Wu, Feng
1
more ...
less ...
Published in...
All
Economics and finance working paper series
CESifo working papers
7
Discussion papers / Deutsches Institut für Wirtschaftsforschung
6
Diskussionsbeitrag / Europäisches Institut für Internationale Wirtschaftsbeziehungen : europäische Wirtschaft und internationale Wirtschaftsbeziehungen
3
Finance research letters
3
Documento de trabajo / Fundación de las Cajas de Ahorros
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
Journal of economics and finance
2
Applied economics letters
1
Applied financial economics letters
1
Banking, international capital flows and growth in Europe : financial markets, savings and monetary integration in a world with uncertain convergence; with 63 tables
1
Computational economics
1
EIIW Diskussionsbeitrag : Europäische Wirtschaft und internationale Wirtschaftsbeziehungen
1
Economic modelling
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
European monetary union : transition, international impact and policy options; with 31 tables
1
European review of economics and finance
1
Europäische Wirtschaft und Internationle Makroökonomie
1
International Journal of Financial Studies : open access journal
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of theoretical and applied finance
1
International review of financial analysis
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
Research in international business and finance
1
Review of development finance
1
Review of quantitative finance and accounting
1
Stock returns : cyclicity, prediction and economic consequences
1
The European journal of finance
1
The IUP journal of applied economics
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Long memory and
volatility
dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003963286
Saved in:
2
Long memory and fractional integration in high frequency data on the US dollar British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731952
Saved in:
3
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:
4
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:
5
Long memory and fractional integration in high frequency financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003979849
Saved in:
6
Long memory in the Ukrainian stock market and financial crises
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2013
Persistent link: https://www.econbiz.de/10010241526
Saved in:
7
Estimating persistence in the
volatility
of asset returns with signal plus noise models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003963304
Saved in:
8
Brexit and uncertainty in financial markets
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
-
2018
Persistent link: https://www.econbiz.de/10011995622
Saved in:
9
Persistence in US interest rates : is it stable over time?
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003739798
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->