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person:"Gil-Alaña, Luis A."
~isPartOf:"African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)"
~isPartOf:"Applied financial economics"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Energy economics"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of economics and finance : JEF"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Ang, Beng-wah"
~person:"Asai, Manabu"
~person:"Barkoulas, John T."
~person:"Ramchander, Sanjay"
~subject:"Theorie"
~type_genre:"Article in journal"
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Estimation
24
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24
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11
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11
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10
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8
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8
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7
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7
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Gil-Alaña, Luis A.
Ang, Beng-wah
Asai, Manabu
Barkoulas, John T.
Ramchander, Sanjay
Garcia, René
3
Gupta, Rangan
3
Kanas, Angelos
3
Olmo, Jose
3
Silvapulle, Paramsothy
3
Alles, Lakshman
2
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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
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2
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2
Lanne, Markku
2
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2
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2
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2
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2
Mills, Terence C.
2
Niizeki, Mikiyo Kii
2
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2
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2
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2
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2
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1
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1
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1
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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
Applied financial economics
Discussion paper series / IZA
Energy economics
International journal of finance & economics : IJFE
Journal of economics and finance : JEF
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Applied economics letters
5
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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
Oxford bulletin of economics and statistics
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The North American journal of economics and finance : a journal of financial economics studies
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
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1
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1
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ECONIS (ZBW)
10
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10
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1
Persistence in the market risk premium : evidence across countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
45
(
2021
)
3
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012547070
Saved in:
2
Bayesian non-linear quantile effects on modelling realized kernels
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Asai, Manabu
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 981-995
Persistent link: https://www.econbiz.de/10014253335
Saved in:
3
Modelling persistence in the conditional mean of inflation using the ARFIMA process with GARCH and GJR-GARCH innovations : the case of Ghana and South Africa
Boateng, Alexander
;
Lesaoana, Maseka
;
Siweya, Hlengani
; …
- In:
African review of economics & finance : AREF : (a …
9
(
2017
)
2
,
pp. 96-130
Persistent link: https://www.econbiz.de/10011780438
Saved in:
4
Term structure persistence
Abbritti, Mirko
;
Gil-Alaña, Luis A.
;
Lovcha, Yuliya
; …
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 331-352
Persistent link: https://www.econbiz.de/10011589005
Saved in:
5
Testing fractional persistence and non-linearities in the natural gas market : an application of non-linear deterministic terms based on Chebyshev polynomials in time
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
Energy economics
52
(
2015
)
1
,
pp. 240-245
Persistent link: https://www.econbiz.de/10011568248
Saved in:
6
Asymmetry and long memory in volatility modeling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
3
,
pp. 495-512
Persistent link: https://www.econbiz.de/10009571512
Saved in:
7
Asymmetric and cross-sectional effects of inflation on stock returns under varying monetary conditions
Simpson, Marc W.
;
Ramchander, Sanjay
- In:
Applied financial economics
22
(
2012
)
4/6
,
pp. 285-298
Persistent link: https://www.econbiz.de/10009581407
Saved in:
8
A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency
Barkoulas, John T.
- In:
Applied financial economics
7
(
1997
)
6
,
pp. 635-643
Persistent link: https://www.econbiz.de/10001240792
Saved in:
9
Multilevel decomposition of industrial energy consumption
Ang, Beng-wah
- In:
Energy economics
17
(
1995
)
1
,
pp. 39-51
Persistent link: https://www.econbiz.de/10001178294
Saved in:
10
Decomposition of industrial energy consumption : the energy intensity approach
Ang, Beng-wah
- In:
Energy economics
16
(
1994
)
3
,
pp. 163-174
Persistent link: https://www.econbiz.de/10001172721
Saved in:
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