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person:"Gil-Alaña, Luis A."
~accessRights:"restricted"
~person:"Leybourne, Stephen James"
~subject:"Börsenkurs"
~subject:"United Kingdom"
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Börsenkurs
United Kingdom
Time series analysis
77
Zeitreihenanalyse
77
Estimation
39
Schätzung
39
Fractional integration
28
Theorie
26
Theory
26
Cointegration
19
Kointegration
19
Persistence
19
Long memory
18
fractional integration
15
Einheitswurzeltest
13
Structural break
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Strukturbruch
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Unit root test
13
long memory
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Share price
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Nichtlineare Regression
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Nonlinear regression
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Volatility
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Volatilität
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Aktienmarkt
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Stock market
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Großbritannien
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Estimation theory
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persistence
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Statistischer Test
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Gil-Alaña, Luis A.
Leybourne, Stephen James
Gupta, Rangan
16
Li, Jia
7
Todorov, Viktor
7
Narayan, Paresh Kumar
6
Ferreira, Paulo
5
Kim, Donggyu
5
Ma, Feng
5
Miller, Stephen M.
5
Tauchen, George Eugene
5
Tiwari, Aviral Kumar
5
Balcilar, Mehmet
4
Caporale, Guglielmo Maria
4
Sibbertsen, Philipp
4
Wang, Yazhen
4
Wohar, Mark E.
4
Albuquerque, Rui
3
Chen, Shyh-Wei
3
Eichenbaum, Martin S.
3
Harvey, David I.
3
He, Xue-zhong
3
Kapetanios, George
3
Li, Yingying
3
Marcellino, Massimiliano
3
McAleer, Michael
3
McMillan, David G.
3
Mills, Terence C.
3
Nguyen, Duc Khuong
3
Papanikolaou, Dimitris
3
Pettenuzzo, Davide
3
Prokopczuk, Marcel
3
Rebelo, Sérgio
3
Sornette, Didier
3
Tan, Zhengxun
3
Taylor, Robert
3
Timmermann, Allan
3
Xie, Zixiong
3
Yang, Xiye
3
Yu, Deshui
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Econometric reviews
2
Review of development finance
2
Tourism economics : the business and finance of tourism and recreation
2
African journal of economic and sustainable development
1
Applied economics
1
Applied economics letters
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance research letters
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
Journal of empirical finance
1
Journal of quantitative economics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
Persistence and long run co-movements across stock market prices
Gil-Alaña, Luis A.
;
Infante, Juan
;
Martín-Valmayor, …
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 347-357
Persistent link: https://www.econbiz.de/10014429885
Saved in:
2
A test for the efficiency of Nigerian REITs stocks
Gil-Alaña, Luis A.
;
Umar, Hassana Babangida
;
Usman, …
- In:
Review of development finance
13
(
2023
)
2
,
pp. 35-43
Persistent link: https://www.econbiz.de/10014637440
Saved in:
3
Persistence, seasonality, and fractional integration within a nonlinear framework : evidence from US citizens' overseas travel
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Tourism economics : the business and finance of tourism …
28
(
2022
)
3
,
pp. 654-660
Persistent link: https://www.econbiz.de/10013267944
Saved in:
4
Modelling stock market data in China : cisis and Coronavirus
Cristofaro, Lorenzo
;
Gil-Alaña, Luis A.
;
Chen, Zhongfei
; …
- In:
Finance research letters
41
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013336246
Saved in:
5
Testing explosive bubbles with time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
Saved in:
6
UK overseas visitors : seasonality and persistence
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Tourism economics : the business and finance of tourism …
25
(
2019
)
5
,
pp. 827-831
Persistent link: https://www.econbiz.de/10012182194
Saved in:
7
The cyclical structure of the UK inflation rate : 1210-2016
Gil-Alaña, Luis A.
;
Trani, Tommaso
- In:
Economics letters
181
(
2019
),
pp. 182-185
Persistent link: https://www.econbiz.de/10012121890
Saved in:
8
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:
9
Unemployment rate cycles in Europe
Cuestas, Juan Carlos
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
24
(
2017
)
1/3
,
pp. 136-139
Persistent link: https://www.econbiz.de/10011703977
Saved in:
10
Tests for an end-of-sample bubble in financial time series
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 651-666
Persistent link: https://www.econbiz.de/10011795312
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