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subject:"Portfolio-Management"
subject:"United States"
~language:"eng"
~person:"Gil-Alaña, Luis A."
~subject:"Internationale Zusammenarbeit"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio-Management
United States
Internationale Zusammenarbeit
Theorie
61
Theory
61
Time series analysis
43
Zeitreihenanalyse
43
Estimation
33
Schätzung
33
Einheitswurzeltest
16
Unit root test
16
Cointegration
14
Fractional integration
14
Kointegration
14
USA
12
Capital income
9
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9
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9
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fractional integration
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long memory
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Mean Reversion
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Aufsatz in Zeitschrift
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25
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14
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English
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Gil-Alaña, Luis A.
Fabozzi, Frank J.
46
Korn, Ralf
29
Heckman, James J.
27
Wong, Wing Keung
27
Escobar, Marcos
26
Jarrow, Robert A.
25
Li, Duan
25
Chavas, Jean-Paul
23
Lo, Andrew W.
21
Zagst, Rudi
20
Ferson, Wayne E.
19
Prigent, Jean-Luc
19
Markowitz, Harry
18
Schwartz, Eduardo S.
18
Wang, Ruodu
18
Campbell, John Y.
17
Diebold, Francis X.
17
Engle, Robert F.
17
Forsyth, Peter A.
17
Gupta, Rangan
17
Lee, Cheng F.
17
Levy, Haim
17
Lien, Da-hsiang Donald
17
Platen, Eckhard
17
Uri, Noel Dean
17
Wong, Hoi Ying
17
Zhou, Guofu
17
Christiano, Lawrence J.
16
Glaeser, Edward L.
16
Gollier, Christian
16
Hall, Robert Ernest
16
Lioui, Abraham
16
Longstaff, Francis A.
16
Post, Thierry
16
Acemoglu, Daron
15
Bollerslev, Tim
15
Cvitanić, Jakša
15
Guerard, John Baynard
15
Laporte, Gilbert
15
Li, Zhongfei
15
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Economic modelling
2
Applied economics
1
Applied economics letters
1
Computational economics
1
Empirica : journal of european economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance research letters
1
Journal of banking & finance
1
Journal of economics and finance
1
Oxford bulletin of economics and statistics
1
Recherches économiques de Louvain
1
Review of financial economics : RFE
1
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)
14
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14
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1
Persistence in US Treasury bonds
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
- In:
Finance research letters
45
(
2022
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014578142
Saved in:
2
Long-term price overreactions : are markets inefficient?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance
43
(
2019
)
4
,
pp. 657-680
Persistent link: https://www.econbiz.de/10012385147
Saved in:
3
Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
51
(
2018
)
4
,
pp. 913-940
Persistent link: https://www.econbiz.de/10011972202
Saved in:
4
A time-series analysis of US entrepreneurship : evidence from fractional integration
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Applied economics letters
22
(
2015
)
7/9
,
pp. 521-524
Persistent link: https://www.econbiz.de/10010528813
Saved in:
5
Persistence and cycles in US hours worked
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Economic modelling
38
(
2014
),
pp. 504-511
Persistent link: https://www.econbiz.de/10010418982
Saved in:
6
Uncovering the US term premium : an alternative route
Gil-Alaña, Luis A.
;
Moreno, Antonio
- In:
Journal of banking & finance
36
(
2012
)
4
,
pp. 1181-1193
Persistent link: https://www.econbiz.de/10009558566
Saved in:
7
AK growth models : new evidence based on fractional integration and breaking trends
Cuñado Eizaguirre, Juncal
;
Gil-Alaña, Luis A.
;
Perez …
- In:
Recherches économiques de Louvain
75
(
2009
)
2
,
pp. 131-149
Persistent link: https://www.econbiz.de/10003847506
Saved in:
8
Nonlinearities and fractional integration in the US unemployment rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Oxford bulletin of economics and statistics
69
(
2007
)
4
,
pp. 521-544
Persistent link: https://www.econbiz.de/10003506541
Saved in:
9
Testing for deterministic and stochastic cycles in macroeconomic time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirica : journal of european economics
34
(
2007
)
2
,
pp. 155-169
Persistent link: https://www.econbiz.de/10003441948
Saved in:
10
Fractional integration and business cycle features
Candelon, Bertrand
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
29
(
2004
)
2
,
pp. 343-359
Persistent link: https://www.econbiz.de/10002080025
Saved in:
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