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subject:"Estimation"
subject:"Innovation"
~isPartOf:"CESifo working papers"
~isPartOf:"International economics : a journal published by CEPII (Center for research and expertise on the world economy)"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Berger, Helge"
~person:"Gil-Alaña, Luis A."
~subject:"Asymmetric information"
~subject:"Fractional integration and cointegration"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"mean reversion"
~type:"article"
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Estimation
Innovation
Asymmetric information
Fractional integration and cointegration
Time series analysis
Volatilität
mean reversion
Theorie
3
Theory
3
Zeitreihenanalyse
3
Fractional integration
2
Schätzung
2
Capital income
1
Cointegration
1
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Semiparametric methods
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Volatility
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asset returns
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long memory
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Berger, Helge
Gil-Alaña, Luis A.
Caporale, Guglielmo Maria
3
Wickens, Michael R.
3
Boucher Breuer, Janice
2
Clarida, Richard H.
2
Claveria, Oscar
2
Drakos, Anastassios A.
2
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2
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2
Hook, Law Siong
2
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2
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2
Monte, Enric
2
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2
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2
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1
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1
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1
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1
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1
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1
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1
Arlt, Josef
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Arunachal Hegde, Apoorva
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Asai, Manabu
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Boone, Laurence
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1
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1
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CESifo working papers
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
International journal of finance & economics : IJFE
Applied economics
7
Applied economics letters
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Economic modelling
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Empirica : journal of european economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Oxford bulletin of economics and statistics
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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
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1
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:
2
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:
3
Estimating persistence in the volatility of asset returns with signal plus noise models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International journal of finance & economics : IJFE
17
(
2012
)
1
,
pp. 23-30
Persistent link: https://www.econbiz.de/10009507857
Saved in:
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