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person:"Gil-Alaña, Luis A."
~isPartOf:"Economics letters"
~isPartOf:"International journal of finance & economics : IJFE"
~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:"Long memory"
~subject:"Oil price"
~subject:"Schätzung"
~subject:"Theorie"
~type_genre:"Article in journal"
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Fractional integration
Long memory
Oil price
Schätzung
Theorie
Estimation
7
Time series analysis
4
Zeitreihenanalyse
4
fractional integration
4
Großbritannien
3
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3
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2
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Gil-Alaña, Luis A.
Ang, Beng-wah
Barkoulas, John T.
Chiang, Thomas C.
Miller, J. Isaac
Ramchander, Sanjay
Yin, Libo
Gupta, Rangan
12
Cheung, Yin-Wong
5
Afonso, António
4
Bahmani-Oskooee, Mohsen
4
Caporale, Guglielmo Maria
4
Caraiani, Petre
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Egger, Peter
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Kanas, Angelos
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Thornton, John
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Wohar, Mark E.
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Österholm, Pär
4
Caggiano, Giovanni
3
Cepni, Oguzhan
3
Chang, Tsangyao
3
Dimitrakopoulos, Stefanos
3
Geishecker, Ingo
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Guérin, Pierre
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Hammoudeh, Shawkat
3
Henderson, Daniel J.
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Hook, Law Siong
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Hyde, Stuart
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Kohlscheen, Emanuel
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Kumbhakar, Subal
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Ma, Feng
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Malikov, Emir
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Nicolau, João
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Nitzsche, Dirk
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Panagiōtidēs, Theodōros
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Parhi, Mamata
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3
Umar, Zaghum
3
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3
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2
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2
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Economics letters
International journal of finance & economics : IJFE
Applied economics
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Energy economics
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International review of economics & finance : IREF
10
Research in international business and finance
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Applied financial economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International review of financial analysis
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Oxford bulletin of economics and statistics
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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)
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1
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:
2
The cyclical structure of the UK inflation rate : 1210-2016
Gil-Alaña, Luis A.
;
Trani, Tommaso
- In:
Economics letters
181
(
2019
),
pp. 182-185
Persistent link: https://www.econbiz.de/10012121890
Saved in:
3
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
4
Is inflation persistence different in reality?
Antonakakis, Nikolaos
;
Cuñado Eizaguirre, Juncal
; …
- In:
Economics letters
148
(
2016
),
pp. 55-58
Persistent link: https://www.econbiz.de/10011619821
Saved in:
5
Co-movements in commodity prices : global, sectoral and commodity-specific factors
Yin, Libo
;
Han, Liyan
- In:
Economics letters
126
(
2015
),
pp. 96-100
Persistent link: https://www.econbiz.de/10011376427
Saved in:
6
Fractional integration and asymmetric volatility in European, American and Asian bull and bear markets : application to high-frequency stock data
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Shittu, …
- In:
International journal of finance & economics : IJFE
20
(
2015
)
3
,
pp. 276-290
Persistent link: https://www.econbiz.de/10011348408
Saved in:
7
The purchasing power parity hypothesis in the US-China relationship : fractional integration, time variation and data frequency
Gil-Alaña, Luis A.
;
Jiang, Liang
- In:
International journal of finance & economics : IJFE
18
(
2013
)
1
,
pp. 82-92
Persistent link: https://www.econbiz.de/10009721889
Saved in:
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