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subject:"Share price"
subject:"Stock index"
~isPartOf:"Applied economics letters"
~language:"eng"
~person:"Gil-Alaña, Luis A."
~subject:"Afrika"
~subject:"Australia"
~subject:"Zeitreihenanalyse"
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Share price
Stock index
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Zeitreihenanalyse
Estimation
11
Schätzung
11
Time series analysis
9
Theorie
5
Theory
5
fractional integration
5
USA
4
United States
4
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Gil-Alaña, Luis A.
Caporale, Guglielmo Maria
6
Chang, Tsangyao
6
Tiwari, Aviral Kumar
4
Bahmani-Oskooee, Mohsen
3
Yamada, Hiroshi
3
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2
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2
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2
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2
Ranjbar, Omid
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Ryu, Doojin
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1
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Applied economics letters
CESifo working papers
37
Economics and finance working paper series
27
Discussion papers / Deutsches Institut für Wirtschaftsforschung
16
Applied economics
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Discussion papers of interdisciplinary research project 373
8
EUI working paper / ECO
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
International journal of finance & economics : IJFE
4
Research in international business and finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Finance research letters
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
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3
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3
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
International review of financial analysis
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Review of financial economics : RFE
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The South African journal of economics
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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
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Applied financial economics letters
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Eastern economic journal
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Economic modelling
1
Economics letters
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Empirica : journal of european economics
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1
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
2
Fractional integration and nonlinear deterministic trends in the analysis of time series data
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
Applied economics letters
24
(
2017
)
13/15
,
pp. 991-994
Persistent link: https://www.econbiz.de/10011716504
Saved in:
3
Unemployment rate cycles in Europe
Cuestas, Juan Carlos
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
24
(
2017
)
1/3
,
pp. 136-139
Persistent link: https://www.econbiz.de/10011703977
Saved in:
4
Fractional integration and cointegration in merger and acquisitions in the US petroleum industry
Monge, Manuel
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
23
(
2016
)
10/12
,
pp. 701-704
Persistent link: https://www.econbiz.de/10011628404
Saved in:
5
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:
6
Modelling African inflation rates : nonlinear deterministic terms and long-range dependence
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Applied economics letters
22
(
2015
)
4/6
,
pp. 421-424
Persistent link: https://www.econbiz.de/10010507895
Saved in:
7
Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
17
(
2010
)
10/12
,
pp. 1079-1081
Persistent link: https://www.econbiz.de/10008699280
Saved in:
8
Long memory in the Spanish GDP using fractional integration with Bloomfield disturbances
Gil-Alaña, Luis A.
- In:
Applied economics letters
10
(
2003
)
1
,
pp. 33-37
Persistent link: https://www.econbiz.de/10001725687
Saved in:
9
Unemployment and real oil prices in Australia : a fractionally cointegrated approach
Gil-Alaña, Luis A.
- In:
Applied economics letters
10
(
2003
)
4
,
pp. 201-204
Persistent link: https://www.econbiz.de/10001748959
Saved in:
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