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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Economics and finance working paper series"
~person:"Engle, Robert F."
~person:"Gil-Alaña, Luis A."
~subject:"United States"
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Forecasting model
Stock market
United States
Estimation
43
Schätzung
43
Time series analysis
32
Zeitreihenanalyse
32
Cointegration
20
Kointegration
20
USA
17
Theorie
15
Theory
15
fractional integration
14
Großbritannien
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Stochastischer Prozess
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fractional cointegration
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Aktienmarkt
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Inflation
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Nichtlineare Regression
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Nonlinear regression
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Volatilität
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long memory
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English
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Engle, Robert F.
Gil-Alaña, Luis A.
Caporale, Guglielmo Maria
24
Härdle, Wolfgang
6
Herwartz, Helmut
3
Nautz, Dieter
3
Spagnolo, Nicola
3
Breitung, Jörg
2
Burda, Michael C.
2
Cuñado Eizaguirre, Juncal
2
Lanne, Markku
2
Saikkonen, Pentti
2
Spokojnyj, Vladimir G.
2
Teyssière, Gilles
2
Weder, Mark
2
Yang, Lijian
2
You, Kefei
2
Ali, Faek Menla
1
Aliakbari, Saeideh
1
Andersen, Hanfried H.
1
Anger, Silke
1
Arin, Kerim Peren
1
Bell, David R.
1
Boehmer, Ekkehart
1
Boztuğ, Yasemin
1
Brüggemann, Ralf
1
Candelon, Bertrand
1
Canepa, Alessandra
1
Chini, Emilio Zanetti
1
Chinn, Menzie David
1
Ciferri, Davide
1
Costantini, Mauro
1
Cybakov, Aleksandr B.
1
Feldmann, David
1
Gil-Alana, Luis A.
1
Girardi, Alessandro
1
González Pérez, María de la O
1
Grammig, Joachim
1
Gregoriou, A.
1
Gupta, Rangan
1
Hafner, Christian M.
1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Economics and finance working paper series
CESifo working papers
20
Discussion paper / Department of Economics, University of California San Diego
9
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
Working paper / National Bureau of Economic Research, Inc.
8
Applied economics letters
4
NBER working paper series
4
Economic modelling
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
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3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
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Discussion paper / Centre for Economic Policy Research
2
International journal of finance & economics : IJFE
2
International review of financial analysis
2
Research in international business and finance
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The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Annales d'économie et de statistique
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Emerging markets, finance and trade : EMFT
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Empirica : journal of european economics
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Finance research letters
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Forecasting volatility in the financial markets
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HWWA discussion paper
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International advances in economic research
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International review of economics & finance : IREF
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Journal of banking & finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economics and finance : JEF
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1
Stock market linkages between the ASEAN countries, China and the US : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
-
2019
Persistent link: https://www.econbiz.de/10011996351
Saved in:
2
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
-
2019
Persistent link: https://www.econbiz.de/10011996362
Saved in:
3
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520824
Saved in:
4
The relationship between health care expenditure and disposable personal income in the US States : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
-
2015
Persistent link: https://www.econbiz.de/10011284934
Saved in:
5
Long memory and fractional integration in high frequency data on the US dollar British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731952
Saved in:
6
Long memory in the Ukrainian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731962
Saved in:
7
Persistence and cycles in the US federal funds rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2012
Persistent link: https://www.econbiz.de/10009672480
Saved in:
8
Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2011
Persistent link: https://www.econbiz.de/10009231360
Saved in:
9
Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003963286
Saved in:
10
Fractional cointegration in US term spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003963290
Saved in:
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