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person:"Gil-Alaña, Luis A."
~isPartOf:"Applied economics letters"
~isPartOf:"Applied financial economics"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Journal of economics and finance : JEF"
~person:"Ang, Beng-wah"
~person:"Barkoulas, John T."
~person:"Miller, J. Isaac"
~person:"Ramchander, Sanjay"
~subject:"Electric power industry"
~subject:"Long memory"
~subject:"Schätzung"
~subject:"Theorie"
~type_genre:"Article in journal"
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Electric power industry
Long memory
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Theorie
Estimation
21
Time series analysis
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Zeitreihenanalyse
15
Theory
8
USA
7
United States
7
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fractional integration
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Gil-Alaña, Luis A.
Ang, Beng-wah
Barkoulas, John T.
Miller, J. Isaac
Ramchander, Sanjay
Chang, Tsangyao
35
Su, Chi-Wei
15
Bahmani-Oskooee, Mohsen
12
Caporale, Guglielmo Maria
11
Hamori, Shigeyuki
9
Bhaskara Rao, Buddhavarapu
8
Chang, Hsu-Ling
8
Afonso, António
7
Gupta, Rangan
7
Huang, Ho-chuan
7
Lee, Chia-hao
7
Sosvilla-Rivero, Simón
7
Apergēs, Nikolaos
6
Brooks, Robert
6
Faff, Robert W.
6
Liu, Wen-chi
6
Pierdzioch, Christian
6
Wagner, Joachim
6
Liu, Yu-Shao
5
Lu, Yang-cheng
5
Madura, Jeff
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Tiwari, Aviral Kumar
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Wohar, Mark E.
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Yoon, Gawon
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Zhu, Meng-Nan
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Hassan, M. Kabir
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Herzer, Dierk
4
Hsing, Yu
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Lien, Da-hsiang Donald
4
Lucey, Brian M.
4
Masih, Rumi
4
McMillan, David G.
4
Moosa, Imad A.
4
Narayan, Paresh Kumar
4
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Applied economics letters
Applied financial economics
Discussion paper series / IZA
Journal of economics and finance : JEF
Applied economics
11
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10
Research in international business and finance
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
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International journal of finance & economics : IJFE
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International review of financial analysis
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Empirica : journal of european economics
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Oxford bulletin of economics and statistics
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Asian Journal of Empirical Research
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ECONIS (ZBW)
21
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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 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:
6
Fractional integration and nonlinear deterministic trends in the analysis of time series data
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
Applied economics letters
24
(
2017
)
13/15
,
pp. 991-994
Persistent link: https://www.econbiz.de/10011716504
Saved in:
7
Fractional integration and cointegration in merger and acquisitions in the US petroleum industry
Monge, Manuel
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
23
(
2016
)
10/12
,
pp. 701-704
Persistent link: https://www.econbiz.de/10011628404
Saved in:
8
A time-series analysis of US entrepreneurship : evidence from fractional integration
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Applied economics letters
22
(
2015
)
7/9
,
pp. 521-524
Persistent link: https://www.econbiz.de/10010528813
Saved in:
9
Modelling African inflation rates : nonlinear deterministic terms and long-range dependence
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Applied economics letters
22
(
2015
)
4/6
,
pp. 421-424
Persistent link: https://www.econbiz.de/10010507895
Saved in:
10
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
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