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person:"Gil-Alaña, Luis A."
~isPartOf:"Applied economics letters"
~isPartOf:"Applied economics"
~isPartOf:"Applied financial economics"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"Energy economics"
~isPartOf:"Journal of economics and finance : JEF"
~person:"Barkoulas, John T."
~person:"Miller, J. Isaac"
~person:"Ramchander, Sanjay"
~source:"econis"
~subject:"Long memory"
~subject:"Schätzung"
~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
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Long memory
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73
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25
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Gil-Alaña, Luis A.
Barkoulas, John T.
Miller, J. Isaac
Ramchander, Sanjay
Caporale, Guglielmo Maria
65
Wagner, Joachim
43
Chang, Tsangyao
40
Bahmani-Oskooee, Mohsen
32
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Rycx, François
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Gupta, Rangan
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Martins, Pedro S.
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Ours, Jan C. van
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Caliendo, Marco
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Chiswick, Barry R.
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Brunello, Giorgio
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Moosa, Imad A.
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Su, Chi-Wei
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Pastore, Francesco
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15
Tansel, Aysıt
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Tiwari, Aviral Kumar
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14
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Applied economics letters
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Journal of economics and finance : JEF
CESifo working papers
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1
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
Saved in:
2
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
3
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
Saved in:
4
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:
5
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
Saved in:
6
Modeling peak electricity demand : a semiparametric approach using weather-driven cross-temperature response functions
Miller, J. Isaac
;
Nam, Kyungsik
- In:
Energy economics
114
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013477456
Saved in:
7
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:
8
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
-
2019
Persistent link: https://www.econbiz.de/10011996362
Saved in:
9
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
-
2018
Persistent link: https://www.econbiz.de/10011995632
Saved in:
10
Fractional integration and the persistence of UK inflation, 1210-2016
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2018
Persistent link: https://www.econbiz.de/10011995775
Saved in:
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