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person:"Gil-Alaña, Luis A."
~isPartOf:"Finance research letters"
~person:"Hautsch, Nikolaus"
~person:"Stock, James H."
~subject:"Schätzung"
~subject:"Share price"
~subject:"Time series analysis"
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Schätzung
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Gil-Alaña, Luis A.
Hautsch, Nikolaus
Stock, James H.
Gupta, Rangan
11
Tiwari, Aviral Kumar
6
Pierdzioch, Christian
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Salisu, Afees A.
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Finance research letters
CESifo working papers
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Economics and finance working paper series
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22
SFB 649 discussion paper
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirica : journal of european economics
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Journal of applied econometrics
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Journal of economics and finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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1
Testing the hypothesis of duration dependence in the US housing market
Dettoni, Robinson
;
Gil-Alaña, Luis A.
- In:
Finance research letters
58
(
2023
)
4
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014632834
Saved in:
2
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
3
The EMBI in Latin America : fractional integration, non-linearities and breaks
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Finance research letters
24
(
2018
),
pp. 34-41
Persistent link: https://www.econbiz.de/10011982450
Saved in:
4
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
Saved in:
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