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subject:"Estimation"
subject:"Zeitreihenanalyse"
~isPartOf:"The South African journal of economics"
~person:"Berg, Gerard J. van den"
~person:"Gil-Alaña, Luis A."
~person:"Pierdzioch, Christian"
~subject:"Volatility"
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Estimation
Zeitreihenanalyse
Volatility
Schätzung
3
Cointegration
2
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2
South Africa
2
Südafrika
2
Africa
1
Afrika
1
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Marshall-Lerner condition
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fractional cointegration
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long memory fractional co-integration
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Berg, Gerard J. van den
Gil-Alaña, Luis A.
Pierdzioch, Christian
Chang, Tsangyao
2
Harmse, Chris
2
Su, Chi-Wei
2
Abuka, C. A.
1
Alpanda, Sami
1
Aron, Janine
1
Aye, Goodness C.
1
Azadeh, Mohammad Ali
1
Aziakpono, M. J.
1
Baharumshah, Ahmad Zubaidi
1
Barros, Carlos P.
1
Barugahara, Florence
1
Behar, Alberto
1
Belbute, José M.
1
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1
Boako, Gideon
1
Boostani, Ali
1
Botha, Ilse
1
Boysen, Ole
1
Burger, Philippe
1
Bökemeier, Bettina
1
Caporale, Guglielmo Maria
1
Casale, Daniela
1
Chang, Chun Ping
1
Chang, Hsu-Ling
1
Chen, Mei-Ping
1
Chinhamu, Knowledge
1
Co, Catherine Yap
1
Cortés-Jiménez, Isabel
1
Cuestas, Juan Carlos
1
Delgado, Julio Antonio
1
Dinkelman, Taryn
1
Dong, Chang-Rui
1
Du Plessis, Stan
1
Duncan, Andrew S.
1
Evan Lau
1
Faria, João Ricardo
1
Faure, Alexander P.
1
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The South African journal of economics
CESifo working papers
46
Economics and finance working paper series
33
Discussion paper series / IZA
28
Discussion papers / Deutsches Institut für Wirtschaftsforschung
23
Kiel working paper
19
Kieler Arbeitspapiere
18
Applied economics letters
16
Applied economics
12
Working papers / Institute for Evaluation of Labour Market and Education Policy
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Discussion paper / Tinbergen Institute
10
Discussion papers of interdisciplinary research project 373
9
Finance research letters
9
Department of Economics working paper series
8
Discussion paper / Centre for Economic Policy Research
7
Research in international business and finance
7
Working paper / IFAU - Institute for Labour Market Policy Evaluation
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
The North American journal of economics and finance : a journal of financial economics studies
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
EUI working paper / ECO
5
International review of economics & finance : IREF
5
International review of financial analysis
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International journal of finance & economics : IJFE
4
Review of development finance
4
Economic modelling
3
Economics letters
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International economic review
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Journal of economics and finance : JEF
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Journal of forecasting
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The European journal of finance
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Working paper series
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Applied financial economics
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Applied financial economics letters
2
DEP (Socioeconomics) discussion papers : macroeconomics and finance series
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ECONIS (ZBW)
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1
Testing the Marshall-Lerner condition in Kenya
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Mudida, …
- In:
The South African journal of economics
83
(
2015
)
2
,
pp. 253-268
Persistent link: https://www.econbiz.de/10011439870
Saved in:
2
Mozambique metical exchange rate dynamics : evidence of fractional co-integration in the USA and South African rates
Barros, Carlos P.
;
Gil-Alaña, Luis A.
;
Faria, João Ricardo
- In:
The South African journal of economics
83
(
2015
)
4
,
pp. 569-575
Persistent link: https://www.econbiz.de/10011441920
Saved in:
3
Is there an asymmetric behaviour in African inflation? : a non-linear approach
Mourelle, Estefania
;
Cuestas, Juan Carlos
;
Gil-Alaña, …
- In:
The South African journal of economics
79
(
2011
)
1
,
pp. 68-90
Persistent link: https://www.econbiz.de/10009157552
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