//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Gil-Alaña, Luis A."
~isPartOf:"Applied financial economics"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Energy economics"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of economics and finance : JEF"
~person:"Ramchander, Sanjay"
~subject:"Long memory"
~subject:"Schätzung"
~subject:"Theorie"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 11 applied filters
Year of publication
From:
To:
Subject
All
Long memory
Schätzung
Theorie
Estimation
13
Time series analysis
7
Zeitreihenanalyse
7
Capital income
5
Kapitaleinkommen
5
Volatility
5
Volatilität
5
Börsenkurs
4
Fractional integration
4
Share price
4
Theory
4
Welt
4
World
4
Persistence
3
USA
3
United States
3
Aktienmarkt
2
Cointegration
2
Commodity derivative
2
Crude oil futures
2
Erdöl
2
Großbritannien
2
Kointegration
2
Mean Reversion
2
Mean reversion
2
Nichtlineare Regression
2
Nonlinear regression
2
Oil price
2
Petroleum
2
Rohstoffderivat
2
Stock market
2
United Kingdom
2
Ölpreis
2
1972-1989
1
ARCH model
1
ARCH-Modell
1
Aktienindex
1
more ...
less ...
Online availability
All
Undetermined
5
Free
3
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
13
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
13
Author
All
Gil-Alaña, Luis A.
Ramchander, Sanjay
Gupta, Rangan
14
Tiwari, Aviral Kumar
12
Ma, Feng
11
Wang, Yudong
10
Bouri, Elie
9
Shahbaz, Muhammad
9
Apergēs, Nikolaos
8
Hammoudeh, Shawkat
8
Salisu, Afees A.
8
Smyth, Russell
8
Caporale, Guglielmo Maria
7
Lee, Chien-chiang
7
Liddle, Brantley
7
Wohar, Mark E.
7
Gozgor, Giray
6
Ji, Qiang
6
Lau, Chi Keung
6
Liu, Li
6
Pierdzioch, Christian
6
Ren, Xiaohang
6
Shahzad, Syed Jawad Hussain
6
Thornton, John
6
Yoon, Seong-min
6
Balcilar, Mehmet
5
Brooks, Robert
5
Faff, Robert W.
5
Ghoddusi, Hamed
5
Lucey, Brian M.
5
Madura, Jeff
5
McMillan, David G.
5
Narayan, Paresh Kumar
5
Polemis, Michael
5
Zhang, Yaojie
5
Becchetti, Leonardo
4
Chatrath, Arjun
4
Chevallier, Julien
4
Corbet, Shaen
4
Das, Debojyoti
4
more ...
less ...
Published in...
All
Applied financial economics
Discussion paper series / IZA
Energy economics
Finance research letters
Journal of economics and finance : JEF
Applied economics
11
Applied economics letters
11
Research in international business and finance
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International journal of finance & economics : IJFE
4
International review of economics & finance : IREF
4
Review of development finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economic modelling
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
The South African journal of economics
3
Economics letters
2
Emerging markets, finance and trade : EMFT
2
Empirica : journal of european economics
2
International review of financial analysis
2
Journal of economics and finance
2
Oxford bulletin of economics and statistics
2
Review of financial economics : RFE
2
Review of international economics
2
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
2
The journal of futures markets
2
African development review
1
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Annales d'économie et de statistique
1
Applied econometrics and international development
1
Applied financial economics letters
1
Asian Journal of Empirical Research
1
Australian economic papers
1
Bulletin of economic research
1
Comparative economic studies
1
Computational economics
1
Defence and peace economics
1
Eastern economic journal
1
Economics bulletin : EB
1
Energy strategy reviews
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
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:
4
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
5
The EMBI in Latin America : fractional integration, non-linearities and breaks
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Finance research letters
24
(
2018
),
pp. 34-41
Persistent link: https://www.econbiz.de/10011982450
Saved in:
6
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
Saved in:
7
An examination of the flow characteristics of crude oil : evidence from risk-neutral moments
Chatrath, Arjun
;
Miao, Hong
;
Ramchander, Sanjay
;
Wang, …
- In:
Energy economics
54
(
2016
),
pp. 213-223
Persistent link: https://www.econbiz.de/10011662818
Saved in:
8
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:
9
Price discovery in crude oil futures
Elder, John
;
Miao, Hong
;
Ramchander, Sanjay
- In:
Energy economics
46
(
2014
),
pp. 18-27
Persistent link: https://www.econbiz.de/10011299355
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
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->