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source:"econis"
subject:"Estimation"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Creedy, John"
~person:"Engsted, Tom"
~person:"Gil-Alaña, Luis A."
~subject:"New Zealand"
~subject:"Zeitreihenanalyse"
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Estimation
New Zealand
Zeitreihenanalyse
Cointegration
3
Kointegration
3
Theorie
3
Theory
3
Börsenkurs
2
Fractional integration
2
Schätzung
2
Share price
2
Time series analysis
2
1890-1993
1
Aktienmarkt
1
Co-movements
1
Discounting
1
Diskontierung
1
Efficient market hypothesis
1
Effizienzmarkthypothese
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Einheitswurzeltest
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Einkommensverteilung
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Financial analysis
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Finanzanalyse
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Gini coefficient
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Gini index
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Income distribution
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Income inequality
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Long memory
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Mean Reversion
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Mean reversion
1
OECD
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OECD countries
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OECD-Staaten
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Persistence
1
Stock market
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Stock market prices
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USA
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Unit root test
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United States
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Creedy, John
Engsted, Tom
Gil-Alaña, Luis A.
Mahdavi, Saeid
2
Albulescu, Claudiu Tiberiu
1
Anderson, Randy I.
1
Argyropoulos, Efthymios
1
Aubin, Christian
1
Barari, Mahua
1
Berger, Mark C.
1
Bhatnagar, Aryaman
1
Caporale, Guglielmo Maria
1
Cebula, Richard J.
1
Cendejas Bueno, José Luis
1
Chan, Jennifer S. K.
1
Choi, Jong-seo
1
Choi, Yoon K.
1
Chu, Shin-herng
1
Clark, John M.
1
Cochran, Steven J.
1
Cribari-Neto, Francisco
1
Darrat, Ali F.
1
DeFina, Robert H.
1
Deravi, M. K.
1
Ellington, Michael
1
Elyasiani, Elyas
1
Episcopos, Athanasios
1
Evans, Paul D.
1
Figueroa, Adolfo
1
Freund, Steven
1
Frondel, Manuel
1
Garen, John E.
1
Giannetti, Antoine
1
Gonzalez, Pedro
1
Goyeau, Daniel
1
Gómez-Déniz, Emilio
1
Hasan, Iftekhar
1
Hegji, Charles E.
1
Henebry, Kathleen L.
1
Ho, Tsung-wu
1
Horvath, Philip A.
1
Infante, Juan
1
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
CESifo working papers
18
Economics and finance working paper series
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Discussion papers of interdisciplinary research project 373
11
Research paper / University of Melbourne, Department of Economics
9
Applied economics
7
Working paper
7
Applied economics letters
5
Discussion papers / Deutsches Institut für Wirtschaftsforschung
5
New Zealand economic papers
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Oxford bulletin of economics and statistics
4
EUI working paper / ECO
3
Economic modelling
3
Economics letters
3
Empirica : journal of european economics
3
The economic record : er
3
Applied financial economics
2
Department of Economics working papers
2
Discussion paper / Centre for Economic Forecasting
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of finance & economics : IJFE
2
Journal of applied econometrics
2
Journal of economic surveys
2
Research in international business and finance
2
Research memorandum / METEOR
2
The Australian economic review
2
Working paper / Department of Economics, University of Aarhus
2
Working paper / Department of Economics, University of Aarhus / Department of Economics, University of Aarhus
2
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
An Elgar reference collection
1
Applied econometrics and international development
1
Applied financial economics letters
1
Australian economic papers
1
Bulletin of economic research
1
CAMA Working Paper
1
CAMA working paper series
1
CREATES research paper
1
Computational economics
1
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ECONIS (ZBW)
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Persistence and long run co-movements across stock market prices
Gil-Alaña, Luis A.
;
Infante, Juan
;
Martín-Valmayor, …
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 347-357
Persistent link: https://www.econbiz.de/10014429885
Saved in:
2
Measuring inequality persistence in OECD 1963-2008 using fractional integration and cointegration
Gil-Alaña, Luis A.
;
Škare, Marinko
; …
- In:
The quarterly review of economics and finance : journal …
72
(
2019
),
pp. 65-72
Persistent link: https://www.econbiz.de/10012176225
Saved in:
3
Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
The quarterly review of economics and finance : journal …
42
(
2002
)
3
,
pp. 599-609
Persistent link: https://www.econbiz.de/10001712171
Saved in:
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