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person:"Gil-Alaña, Luis A."
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Journal of economics and finance : JEF"
~person:"Dreher, Axel"
~subject:"Time series analysis"
~subject:"Volatility"
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Gil-Alaña, Luis A.
Dreher, Axel
Caporale, Guglielmo Maria
2
Gupta, Rangan
2
Nonejad, Nima
2
Sibbertsen, Philipp
2
Österholm, Pär
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of economics and finance : JEF
CESifo working papers
31
Economics and finance working paper series
25
Discussion papers / Deutsches Institut für Wirtschaftsforschung
15
Applied economics letters
9
Applied economics
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Discussion papers of interdisciplinary research project 373
7
EUI working paper / ECO
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
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International journal of finance & economics : IJFE
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Research in international business and finance
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2
Review of development finance
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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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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
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Applied financial economics letters
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Asian Journal of Empirical Research
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Emerging markets, finance and trade : EMFT
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GLO discussion paper
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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
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
5
True or spurious long memory in the cryptocurrency markets : evidence from a multivariate test and other Whittle estimation methods
Assaf, Ata
;
Gil-Alaña, Luis A.
;
Mokni, Khaled
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
3
,
pp. 1543-1570
Persistent link: https://www.econbiz.de/10013440392
Saved in:
6
Globalization, long memory, and real interest rate convergence : a historical perspective
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
5
,
pp. 2331-2355
Persistent link: https://www.econbiz.de/10013440481
Saved in:
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