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~person:"Caporale, Guglielmo Maria"
~subject:"Cointegration"
~subject:"Volatility"
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Cointegration
Volatility
Schätzung
130
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129
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88
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71
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70
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66
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65
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Caporale, Guglielmo Maria
Gupta, Rangan
174
McAleer, Michael
116
Bahmani-Oskooee, Mohsen
81
Gil-Alaña, Luis A.
79
Narayan, Paresh Kumar
77
Tiwari, Aviral Kumar
62
Hammoudeh, Shawkat
56
Chang, Chia-Lin
52
Nielsen, Morten Ørregaard
52
Pierdzioch, Christian
52
Johansen, Søren
48
Ma, Feng
48
Bouri, Elie
45
Chang, Tsangyao
44
Apergēs, Nikolaos
43
Wohar, Mark E.
39
Wagner, Martin
38
Balcilar, Mehmet
34
Bollerslev, Tim
34
Narayan, Seema
34
Lux, Thomas
33
Phillips, Peter C. B.
33
McMillan, David G.
32
Mensi, Walid
32
Miller, Stephen M.
32
Salisu, Afees A.
32
Shahbaz, Muhammad
32
Smyth, Russell
32
Spagnolo, Nicola
31
Weber, Enzo
31
Kunst, Robert M.
30
Chevallier, Julien
29
Hegerty, Scott W.
29
Jusélius, Katarina
29
Pesaran, M. Hashem
29
Demirer, Rıza
28
Allen, David E.
27
Banerjee, Anindya
27
Herzer, Dierk
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International journal of finance & economics : IJFE
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4
Applied economics letters
3
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3
Department of Economics discussion paper / Department of Economics, The University of Birmingham
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Review of financial economics : RFE
3
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3
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2
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2
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2
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2
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2
Reihe Ökonomie
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
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ECONIS (ZBW)
112
RePEc
1
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1
The short-run and long-run effects of trade openness on financial development : some panel evidence for Europe
Caporale, Guglielmo Maria
;
Sova, Anamaria Diana
;
Sova, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3891-3901
Persistent link: https://www.econbiz.de/10014429199
Saved in:
2
Stock market linkages between the ASEAN countries, China and the US : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
-
2019
Persistent link: https://www.econbiz.de/10011996351
Saved in:
3
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:
4
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:
5
Prospects for a monetary union in the East Africa community : some empirical evidence
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2018
Persistent link: https://www.econbiz.de/10011995640
Saved in:
6
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:
7
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:
8
On stock price overreactions : frequency, seasonality and information content
Caporale, Guglielmo Maria
;
Plastun, Alex
-
2018
Persistent link: https://www.econbiz.de/10011995735
Saved in:
9
Modelling volatility of cryptocurrencies using Markov-switching GARCH models
Caporale, Guglielmo Maria
;
Zekokh, Timur
-
2018
Persistent link: https://www.econbiz.de/10011995757
Saved in:
10
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:
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