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person:"Gil-Alaña, Luis A."
~isPartOf:"Applied financial economics"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Energy economics"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of economics and finance : JEF"
~person:"Ang, Beng-wah"
~person:"Barkoulas, John T."
~person:"Chiang, Thomas C."
~person:"Miller, J. Isaac"
~person:"Ramchander, Sanjay"
~person:"Yin, Libo"
~subject:"Fractional integration"
~subject:"Kointegration"
~subject:"Long memory"
~subject:"Risikoprämie"
~subject:"Schätzung"
~subject:"Theorie"
~type_genre:"Article in journal"
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Fractional integration
Kointegration
Long memory
Risikoprämie
Schätzung
Theorie
Estimation
34
Volatility
11
Volatilität
11
Börsenkurs
9
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Time series analysis
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Gil-Alaña, Luis A.
Ang, Beng-wah
Barkoulas, John T.
Chiang, Thomas C.
Miller, J. Isaac
Ramchander, Sanjay
Yin, Libo
Wang, Yudong
14
Hammoudeh, Shawkat
13
Wohar, Mark E.
11
Gupta, Rangan
10
Balcilar, Mehmet
9
Lee, Chien-chiang
9
Ma, Feng
9
Brooks, Robert
8
Salisu, Afees A.
8
Shahbaz, Muhammad
8
Smyth, Russell
8
Xuan Vinh Vo
8
Apergēs, Nikolaos
7
Bouri, Elie
7
Liddle, Brantley
7
Tiwari, Aviral Kumar
7
Faff, Robert W.
6
McAleer, Michael
6
Caporale, Guglielmo Maria
5
Ghoddusi, Hamed
5
Gozgor, Giray
5
Hamori, Shigeyuki
5
Kang, Sang Hoon
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Kutan, Ali Mustafa
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Liu, Li
5
Madura, Jeff
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Narayan, Paresh Kumar
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Otero, Jesús G.
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Ren, Xiaohang
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5
Balli, Faruk
4
Becchetti, Leonardo
4
Beckmann, Joscha
4
Bissoondoyal-Bheenick, Emawtee
4
Caporin, Massimiliano
4
Chang, Tsangyao
4
Chatrath, Arjun
4
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Applied financial economics
Discussion paper series / IZA
Energy economics
International review of economics & finance : IREF
Journal of economics and finance : JEF
Applied economics
14
Applied economics letters
12
Research in international business and finance
9
Finance research letters
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
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5
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4
International journal of finance & economics : IJFE
4
International review of financial analysis
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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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3
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3
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2
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Oxford bulletin of economics and statistics
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The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
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Annales d'économie et de statistique
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Applied econometrics and international development
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Applied financial economics letters
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Asian Journal of Empirical Research
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ECONIS (ZBW)
34
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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
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
Oil price returns and firm's fixed investment : a production pattern
Yin, Libo
;
Yang, Sen
- In:
Energy economics
125
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014485242
Saved in:
5
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:
6
Forecasting regional long-run energy demand : a functional coefficient panel approach
Chang, Yoosoon
;
Choi, Yongok
;
Kim, Chang Sik
;
Miller, …
- In:
Energy economics
96
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012817942
Saved in:
7
GDP per capita in Sub-Saharan Africa : a time series approach using long memory
Gil-Alaña, Luis A.
;
Mudida, Robert
;
Zerbo, Eleazar
- In:
International review of economics & finance : IREF
72
(
2021
),
pp. 175-190
Persistent link: https://www.econbiz.de/10012671595
Saved in:
8
Understanding cryptocurrency volatility : the role of oil market shocks
Yin, Libo
;
Nie, Jing
;
Han, Liyan
- In:
International review of economics & finance : IREF
72
(
2021
),
pp. 233-253
Persistent link: https://www.econbiz.de/10012671902
Saved in:
9
Systemic risk in international stock markets : role of the oil market
Yin, Libo
;
Feng, Jiabao
;
Han, Liyan
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 592-619
Persistent link: https://www.econbiz.de/10012627999
Saved in:
10
How do stocks in BRICS co-move with real estate stocks?
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
;
Akinsomi, Omokolade
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 93-101
Persistent link: https://www.econbiz.de/10012486337
Saved in:
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