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person:"Gil-Alaña, Luis A."
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Economics and finance working paper series"
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Estimation
43
Schätzung
43
Time series analysis
32
Zeitreihenanalyse
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Cointegration
20
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20
USA
17
United States
17
Theorie
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long memory
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Gil-Alaña, Luis A.
Caporale, Guglielmo Maria
56
Herwartz, Helmut
10
Härdle, Wolfgang
10
Breitung, Jörg
7
Mertens, Antje
7
Lütkepohl, Helmut
5
Spagnolo, Nicola
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Ali, Faek Menla
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Burda, Michael C.
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Fidrmuc, Jan
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Candelon, Bertrand
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Carcel, Hector
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Girardi, Alessandro
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Hafner, Christian M.
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Lanne, Markku
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Nautz, Dieter
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Economics and finance working paper series
CESifo working papers
44
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Applied economics
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Applied economics letters
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Discussion papers of interdisciplinary research project 373
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
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21
Long memory in German energy price indices
Barros, Carlos Pestana
;
Caporale, Guglielmo Maria
; …
-
2012
Persistent link: https://www.econbiz.de/10009489043
Saved in:
22
Testing the Marshall-Lerner condition in Kenya
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Mudida, …
-
2012
Persistent link: https://www.econbiz.de/10009664461
Saved in:
23
Persistence and cycles in the US federal funds rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2012
Persistent link: https://www.econbiz.de/10009672480
Saved in:
24
Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2011
Persistent link: https://www.econbiz.de/10009231360
Saved in:
25
Persistence and cyclical dependence in the monthly Euribor rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2011
Persistent link: https://www.econbiz.de/10009387257
Saved in:
26
Long memory and fractional integration in high frequency financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003979849
Saved in:
27
Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003963286
Saved in:
28
Fractional cointegration in US term spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003963290
Saved in:
29
The weekly structure of US stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10008748168
Saved in:
30
US disposable personal income and housing price index : a fractional integration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10008662898
Saved in:
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