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subject:"EU countries"
subject:"Estimation"
~isPartOf:"International economics : a journal published by CEPII (Center for research and expertise on the world economy)"
~isPartOf:"Journal of economics and finance"
~person:"Gil-Alaña, Luis A."
~person:"Gupta, Rangan"
~subject:"GARCH"
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EU countries
Estimation
GARCH
Schätzung
8
Time series analysis
5
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5
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4
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4
Fractional integration
3
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Gil-Alaña, Luis A.
Gupta, Rangan
Caporale, Guglielmo Maria
5
Bahmani-Oskooee, Mohsen
3
Hammoudeh, Shawkat
3
Nguyen Phuc Canh
3
Antonakakis, Nikolaos
2
Apergēs, Nikolaos
2
Holmes, Mark J.
2
Huang, MeiChi
2
Mateev, Miroslav
2
Maveyraud-Tricoire, Samuel
2
Payne, James E.
2
Razafindrabe, Tovonony
2
Schinckus, Christophe
2
Shahbaz, Muhammad
2
Su Dinh Thanh
2
Thies, Clifford F.
2
Trabelsi, Jamel
2
Adom, Philip Kofi
1
Ahmed, Walid M. A.
1
Akame, Afuge Ramsy
1
Al-Nassar, Nassar S.
1
Alancioğlu, Erdal
1
Alecke, Björn
1
Aloui, Chaker
1
Altıntaş, Halil
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Aluko, Olufemi Adewale
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Alvarez, José
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Amable, Bruno
1
Anderl, Christina
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Andini, Corrado
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Andreu, Laura
1
Andréosso-O'Callaghan, Bernadette
1
Anjum, Hassan
1
Antonin, Céline
1
Arize, Augustine Chuck
1
Arsyad, Nuruzzaman
1
Auer, Benjamin R.
1
Avkiran, Necmi K.
1
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
Journal of economics and finance
CESifo working papers
43
Department of Economics working paper series
37
Economics and finance working paper series
33
Discussion papers / Deutsches Institut für Wirtschaftsforschung
22
Applied economics
18
Applied economics letters
17
Research in international business and finance
15
Working papers / University of Connecticut, Department of Economics
15
Finance research letters
13
The North American journal of economics and finance : a journal of financial economics studies
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
International journal of finance & economics : IJFE
10
Discussion papers of interdisciplinary research project 373
9
International review of economics & finance : IREF
9
Economic modelling
8
Economics letters
7
EUI working paper / ECO
5
Empirica : journal of european economics
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Energy economics
4
Journal of forecasting
4
Review of development finance
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Defence and peace economics
3
Economic systems
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Economics and Business Letters : EBL
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Emerging markets, finance and trade : EMFT
3
International review of financial analysis
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Journal of applied economics
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Journal of economics and finance : JEF
3
Journal of macroeconomics
3
Journal of multinational financial management
3
Macroeconomic dynamics
3
Structural change and economic dynamics : SC+ED
3
The European journal of finance
3
The South African journal of economics
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1
Inflation-targeting and inflation volatility : international evidence from the cosine-squared cepstrum
Antonakakis, Nikolaos
;
Christou, Christina
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
167
(
2021
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013269231
Saved in:
2
An examination of trade-weighted real exchange rates based on fractional integration
Gil-Alaña, Luis A.
;
Trani, Tommaso
- In:
International economics : a journal published by CEPII …
158
(
2019
),
pp. 64-76
Persistent link: https://www.econbiz.de/10012318739
Saved in:
3
Testing the Fisher hypothesis in the G-7 countries using I(d) techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International economics : a journal published by CEPII …
159
(
2019
),
pp. 140-150
Persistent link: https://www.econbiz.de/10012318834
Saved in:
4
Differences of opinion and stock market volatility : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Demirer, Rıza
;
Gupta, Rangan
;
Wohar, …
- In:
Journal of economics and finance
42
(
2018
)
2
,
pp. 339-351
Persistent link: https://www.econbiz.de/10012031009
Saved in:
5
Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013
Antonakakis, Nikolaos
;
Gupta, Rangan
;
Tiwari, Aviral Kumar
- In:
Journal of economics and finance
42
(
2018
)
4
,
pp. 795-806
Persistent link: https://www.econbiz.de/10012031147
Saved in:
6
The fisher relationship in Nigeria
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
- In:
Journal of economics and finance
41
(
2017
)
2
,
pp. 343-353
Persistent link: https://www.econbiz.de/10011795723
Saved in:
7
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
152
(
2017
),
pp. 116-123
Persistent link: https://www.econbiz.de/10011802433
Saved in:
8
Persistence and cyclical dependence in the monthly euribor rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Journal of economics and finance
40
(
2016
)
1
,
pp. 157-171
Persistent link: https://www.econbiz.de/10011589974
Saved in:
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