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person:"Gil-Alaña, Luis A."
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of economics and finance : JEF"
~person:"Barkoulas, John T."
~person:"Chang, Tsangyao"
~person:"Chiang, Thomas C."
~person:"Ghoddusi, Hamed"
~person:"Miller, J. Isaac"
~person:"Ramchander, Sanjay"
~person:"Yin, Libo"
~subject:"Fractional integration"
~subject:"Long memory"
~subject:"Oil price"
~subject:"Schätzung"
~subject:"Theorie"
~type_genre:"Article in journal"
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Fractional integration
Long memory
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Estimation
16
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7
Volatilität
7
Börsenkurs
6
Share price
6
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Gil-Alaña, Luis A.
Barkoulas, John T.
Chang, Tsangyao
Chiang, Thomas C.
Ghoddusi, Hamed
Miller, J. Isaac
Ramchander, Sanjay
Yin, Libo
Wohar, Mark E.
7
Xuan Vinh Vo
7
Balcilar, Mehmet
6
Gupta, Rangan
5
Salisu, Afees A.
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Hammoudeh, Shawkat
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Kutan, Ali Mustafa
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3
Arize, Augustine Chuck
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Balli, Hatice Ozer
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Brooks, Robert
3
Caporale, Guglielmo Maria
3
Chen, Shyh-Wei
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Kang, Sang Hoon
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Lee, Chien-chiang
3
Malindretos, John
3
McAleer, Michael
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Narayan, Seema
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Sosvilla-Rivero, Simón
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Wang, Yudong
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2
Chang, Chia-Chien
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2
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Discussion paper series / IZA
International review of economics & finance : IREF
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Applied economics letters
45
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The empirical economics letters : a monthly international journal of economics
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9
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Iranian economic review : journal of University of Tehran
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Oxford bulletin of economics and statistics
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Pacific-Basin finance journal
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Review of international economics
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ECONIS (ZBW)
16
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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
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:
5
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:
6
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:
7
Analyzing slowdown and meltdowns in the African countries : new evidence using Fourier quantile unit root test
Lee, Yi-Lung
;
Ranjbar, Omid
;
Jahangard, Fateme
;
Chang, …
- In:
International review of economics & finance : IREF
65
(
2020
),
pp. 187-198
Persistent link: https://www.econbiz.de/10012385339
Saved in:
8
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:
9
Volatility persistence in cryptocurrency markets under structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 680-691
Persistent link: https://www.econbiz.de/10012487193
Saved in:
10
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
Saved in:
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