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accessRights:"restricted"
person:"Constant, Amelie"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Forni, Mario"
~person:"Gil-Alaña, Luis A."
~person:"Massa, Massimo"
~person:"Zaremba, Adam"
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Estimation
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Time series analysis
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Constant, Amelie
Forni, Mario
Gil-Alaña, Luis A.
Massa, Massimo
Zaremba, Adam
Gupta, Rangan
7
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Wohar, Mark E.
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Su, Ender
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Discussion paper / Centre for Economic Policy Research
36
Applied economics
13
Discussion papers / CEPR
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Research in international business and finance
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Finance research letters
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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The North American journal of economics and finance : a journal of financial economics studies
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Financial modeling and risk management of energy and environmental instruments and derivates
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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International journal of finance & economics : IJFE
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1
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
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
Measuring inequality persistence in OECD 1963-2008 using fractional integration and cointegration
Gil-Alaña, Luis A.
;
Škare, Marinko
; …
- In:
The quarterly review of economics and finance : journal …
72
(
2019
),
pp. 65-72
Persistent link: https://www.econbiz.de/10012176225
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