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~person:"Caporale, Guglielmo Maria"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Zeitreihenanalyse
USA
43
United States
43
Estimation
34
Schätzung
34
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30
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30
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18
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Caporale, Guglielmo Maria
Gil-Alaña, Luis A.
42
Gupta, Rangan
23
Franses, Philip Hans
14
Stock, James H.
12
Koopman, Siem Jan
11
Watson, Mark W.
11
Cuñado Eizaguirre, Juncal
9
Payne, James E.
9
Canova, Fabio
8
Crespo Cuaresma, Jesús
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Kim, Chang-jin
8
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Piger, Jeremy Max
8
Engle, Robert F.
7
Ghysels, Eric
7
Lesage, James P.
7
Potter, Simon M.
7
Rothman, Philip
7
Wohar, Mark E.
7
Camacho, Maximo
6
Ewing, Bradley T.
6
Lastrapes, William Dean
6
Marcellino, Massimiliano
6
McNown, Robert F.
6
Morley, James C.
6
Peel, David
6
Rasche, Robert H.
6
Baghestani, Hamid
5
Bessler, David A.
5
Candelon, Bertrand
5
Caporale, Tony
5
Chang, Tsangyao
5
Clements, Michael P.
5
Dijk, Dick van
5
Enders, Walter
5
Forni, Mario
5
Harvey, Andrew C.
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Holt, Matthew T.
5
Koop, Gary
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Applied economics letters
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Applied financial economics
1
Comparative economic studies
1
Economic modelling
1
Empirica : journal of european economics
1
International advances in economic research
1
International review of financial analysis
1
Journal of forecasting
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Oxford bulletin of economics and statistics
1
Review of financial economics : RFE
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
18
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1
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:
2
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:
3
Youth unemployment in Europe : persistence and macroeconomic determinants
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Comparative economic studies
56
(
2014
)
4
,
pp. 581-591
Persistent link: https://www.econbiz.de/10010487651
Saved in:
4
Unit roots and long-run causality : investigating the relationship between output, money and interest rates
Caporale, Guglielmo Maria
- In:
Economic modelling
15
(
1998
)
1
,
pp. 91-112
Persistent link: https://www.econbiz.de/10001247848
Saved in:
5
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:
6
Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
4
,
pp. 1389-1410
Persistent link: https://www.econbiz.de/10010461103
Saved in:
7
The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
3
,
pp. 913-935
Persistent link: https://www.econbiz.de/10011949976
Saved in:
8
IGARCH models and structural breaks
Caporale, Guglielmo Maria
;
Pittis, Nikitas
;
Spagnolo, Nicola
- In:
Applied economics letters
10
(
2003
)
12
,
pp. 765-768
Persistent link: https://www.econbiz.de/10001819341
Saved in:
9
Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Review of financial economics : RFE
13
(
2004
)
4
,
pp. 327-340
Persistent link: https://www.econbiz.de/10002375332
Saved in:
10
The weekly structure of US stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1757-1764
Persistent link: https://www.econbiz.de/10009384839
Saved in:
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