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person:"Gil-Alaña, Luis A."
~isPartOf:"Applied financial economics"
~isPartOf:"Energy economics"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of economics and finance : JEF"
~person:"Ang, Beng-wah"
~person:"Barkoulas, John T."
~person:"Miller, J. Isaac"
~person:"Ramchander, Sanjay"
~person:"Tiwari, Aviral Kumar"
~subject:"Long memory"
~subject:"Schätzung"
~subject:"Theorie"
~type_genre:"Article in journal"
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Long memory
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Estimation
33
Time series analysis
12
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12
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10
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10
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8
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Gil-Alaña, Luis A.
Ang, Beng-wah
Barkoulas, John T.
Miller, J. Isaac
Ramchander, Sanjay
Tiwari, Aviral Kumar
Hammoudeh, Shawkat
11
Ma, Feng
11
Gupta, Rangan
10
Shahbaz, Muhammad
10
Wang, Yudong
9
Caporale, Guglielmo Maria
8
Smyth, Russell
8
Wohar, Mark E.
8
Lee, Chien-chiang
7
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6
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6
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6
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6
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5
Bouri, Elie
5
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5
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5
Faff, Robert W.
5
Ghoddusi, Hamed
5
Gozgor, Giray
5
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5
Ren, Xiaohang
5
Salisu, Afees A.
5
Wei, Yu
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Chatrath, Arjun
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Hamori, Shigeyuki
4
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4
Lau, Chi Keung
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4
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Applied financial economics
Energy economics
International journal of finance & economics : IJFE
Journal of economics and finance : JEF
Applied economics letters
16
Applied economics
15
Research in international business and finance
11
Finance research letters
9
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8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
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6
International review of economics & finance : IREF
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
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4
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3
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Journal of quantitative economics
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Oxford bulletin of economics and statistics
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Review of international economics
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The Indian economic journal
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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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Theoretical and applied economics : GAER review
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Theoretical economics letters
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Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
33
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1
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
2
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:
3
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
4
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:
5
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:
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
The oil price-macroeconomic fundamentals nexus for emerging market economies : evidence from a wavelet analysis
Tiwari, Aviral Kumar
;
Raheem, Ibrahim Dolapo
;
Bozoklu, Seref
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1569-1590
Persistent link: https://www.econbiz.de/10012815114
Saved in:
8
Are the top six cryptocurrencies efficient? : evidence from time-varying long memory
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Doğan, Buhari
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3730-3740
Persistent link: https://www.econbiz.de/10013330753
Saved in:
9
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:
10
Systemic risk spillovers between crude oil and stock index returns of G7 economies : conditional value-at-risk and marginal expected shortfall approaches
Tiwari, Aviral Kumar
;
Trabelsi, Nader
;
Alqahtani, Faisal
; …
- In:
Energy economics
86
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012512191
Saved in:
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