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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Empirica : journal of european economics"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of risk and financial management : JRFM"
~person:"Gil-Alaña, Luis A."
~type:"article"
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EU-Staaten
Volatility
Estimation
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7
Time series analysis
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Cointegration
4
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fractional integration
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Aktienmarkt
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Gil-Alaña, Luis A.
Bahmani-Oskooee, Mohsen
6
Belke, Ansgar
4
Caporale, Guglielmo Maria
3
Ma, Feng
3
Afonso, António
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Aftab, Muhammad
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Ali, Shoaib
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Asai, Manabu
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Panait, Mirela
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Salisu, Afees A.
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Empirica : journal of european economics
International journal of finance & economics : IJFE
Journal of risk and financial management : JRFM
Applied economics letters
3
Finance research letters
2
International review of economics & finance : IREF
2
Journal of economics and finance : JEF
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Applied financial economics letters
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Comparative economic studies
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International review of financial analysis
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Journal of international money and finance
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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Recent econometric techniques for macroeconomic and financial data
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Research in international business and finance
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Review of development finance
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Stock returns : cyclicity, prediction and economic consequences
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The North American journal of economics and finance : a journal of financial economics studies
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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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ECONIS (ZBW)
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Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
2
Fractional integration and asymmetric volatility in European, American and Asian bull and bear markets : application to high-frequency stock data
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Shittu, …
- In:
International journal of finance & economics : IJFE
20
(
2015
)
3
,
pp. 276-290
Persistent link: https://www.econbiz.de/10011348408
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