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subject:"EU-Staaten"
type:"article"
~person:"Fabozzi, Frank J."
~person:"Gil-Alaña, Luis A."
~subject:"ARCH-Modell"
~subject:"Theory"
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EU-Staaten
ARCH-Modell
Theory
Estimation
154
Schätzung
154
Time series analysis
81
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81
Cointegration
49
Kointegration
49
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Fabozzi, Frank J.
Gil-Alaña, Luis A.
Caporale, Guglielmo Maria
44
Gupta, Rangan
38
Bahmani-Oskooee, Mohsen
31
Belke, Ansgar
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Serletis, Apostolos
27
Kumbhakar, Subal
25
McAleer, Michael
22
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MacDonald, Ronald
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Ma, Feng
20
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Tsionas, Efthymios G.
20
Wohar, Mark E.
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Kumar, Dilip
19
Sosvilla-Rivero, Simón
19
Apergēs, Nikolaos
18
Brooks, Robert
17
Afonso, António
16
Bollerslev, Tim
16
Marcellino, Massimiliano
16
Peel, David
16
Blundell, Richard W.
15
Chang, Tsangyao
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Egger, Peter
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Jawadi, Fredj
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Moosa, Imad A.
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Narayan, Paresh Kumar
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Creedy, John
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Dreger, Christian
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Engsted, Tom
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Hamori, Shigeyuki
14
Koop, Gary
14
Koopman, Siem Jan
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Lee, Chien-chiang
14
Pesaran, M. Hashem
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Sickles, Robin C.
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Applied economics letters
7
Applied economics
3
Finance research letters
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International journal of finance & economics : IJFE
3
International review of financial analysis
3
Research in international business and finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Economic modelling
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Empirica : journal of european economics
2
International review of economics & finance : IREF
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Oxford bulletin of economics and statistics
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Recent econometric techniques for macroeconomic and financial data
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The journal of fixed income : JFI
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The journal of real estate finance and economics
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The theory and practice of investment management
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ECONIS (ZBW)
66
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis
Furuoka, Fumitaka
;
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
; …
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
6
,
pp. 2471-2499
Persistent link: https://www.econbiz.de/10015048304
Saved in:
3
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
Saved in:
4
Stock market prices and dividends in the US : bubbles or long-run equilibria relationships?
Dettoni, Robinson
;
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014544069
Saved in:
5
Private and public debt convergence : a fractional cointegration approach
Malmierca-Ordoqui, Maria
;
Gil-Alaña, Luis A.
;
Bermejo …
- In:
Empirica : journal of european economics
51
(
2024
)
1
,
pp. 161-183
Persistent link: https://www.econbiz.de/10014492069
Saved in:
6
Persistence in the market risk premium : evidence across countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
45
(
2021
)
3
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012547070
Saved in:
7
A comparison of multi-factor term structure models for interbank rates
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
;
Tunaru, Diana
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 323-356
Persistent link: https://www.econbiz.de/10014342033
Saved in:
8
Testing the hypothesis of duration dependence in the US housing market
Dettoni, Robinson
;
Gil-Alaña, Luis A.
- In:
Finance research letters
58
(
2023
)
4
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014632834
Saved in:
9
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
Saved in:
10
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
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