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person:"Paolella, Marc S."
subject:"Japan"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~person:"Gil-Alaña, Luis A."
~subject:"Fractional integration"
~subject:"United States"
~subject:"Volatility"
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Estimation
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Paolella, Marc S.
Gil-Alaña, Luis A.
Gupta, Rangan
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
CESifo working papers
18
Economics and finance working paper series
18
Discussion papers / Deutsches Institut für Wirtschaftsforschung
13
Applied economics letters
6
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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Annales d'économie et de statistique
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Applied financial economics letters
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Asia-Pacific financial markets
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Asian Journal of Empirical Research
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Defence and peace economics
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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:
2
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:
3
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
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