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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Economics and finance working paper series"
~person:"Gil-Alaña, Luis A."
~person:"Hyndman, Rob J."
~person:"Phillips, Peter C. B."
~subject:"Spieltheorie"
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Capital income
Zeitreihenanalyse
Spieltheorie
Theorie
20
Theory
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Time series analysis
15
Estimation
7
Schätzung
7
USA
6
United States
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Share price
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fractional integration
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persistence
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English
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Gil-Alaña, Luis A.
Hyndman, Rob J.
Phillips, Peter C. B.
Caporale, Guglielmo Maria
18
Plastun, Alex
3
Cuñado Eizaguirre, Juncal
2
Balparda, Borja
1
Barros, Carlos Pestana
1
Burke, Simon P.
1
Carcel, Hector
1
Gregoriou, Andros
1
Hunter, John
1
Lovcha, Yuliya
1
Tripathy, Trilochan
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Economics and finance working paper series
Cowles Foundation discussion paper
46
Working paper / Department of Econometrics and Business Statistics, Monash University
28
CESifo working papers
18
Journal of econometrics
16
Cowles Foundation Discussion Paper
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Econometric theory
11
International journal of forecasting
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Discussion papers of interdisciplinary research project 373
9
Applied economics
7
Discussion papers / Deutsches Institut für Wirtschaftsforschung
7
Applied economics letters
5
Econometric reviews
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
European journal of operational research : EJOR
4
EUI working paper / ECO
3
Economic modelling
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Journal of forecasting
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Oxford bulletin of economics and statistics
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
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Discussion paper / Centre for Economic Forecasting
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Discussion papers / Department of Economics, University of California San Diego
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Empirica : journal of european economics
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European review of economics and finance
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Finance research letters
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Journal of economics and finance
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Journal of empirical finance
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Research memorandum / METEOR
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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
Applied econometrics and international development
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Applied financial economics letters
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
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Economic time series with random walk and other nonstationary components
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1
Persistence in the Russian stock market volatility indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
Persistent link: https://www.econbiz.de/10011995731
Saved in:
2
Fractional integration and the persistence of UK inflation, 1210-2016
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2018
Persistent link: https://www.econbiz.de/10011995775
Saved in:
3
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2017
Persistent link: https://www.econbiz.de/10011631069
Saved in:
4
Long memory and data frequency in financial markets
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
Persistent link: https://www.econbiz.de/10011656648
Saved in:
5
Long-term price overreactions : are markets inefficient?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520828
Saved in:
6
The fisher relationship in Nigeria
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
-
2015
Persistent link: https://www.econbiz.de/10010527201
Saved in:
7
Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2014
Persistent link: https://www.econbiz.de/10010431600
Saved in:
8
Long memory in the Ukrainian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731962
Saved in:
9
The PPP hypothesis revisited : evidence using a multivariate long-memory model
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Lovcha, …
-
2013
Persistent link: https://www.econbiz.de/10009731975
Saved in:
10
Long memory in Angolan macroeconomic series : mean reversion versus explosive behaviour
Barros, Carlos Pestana
;
Caporale, Guglielmo Maria
; …
-
2012
Persistent link: https://www.econbiz.de/10009573955
Saved in:
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