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subject:"Share price"
subject:"Stock index"
~isPartOf:"Defence and peace economics"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Gil-Alaña, Luis A."
~type_genre:"Article in journal"
~type_genre:"Sammlung"
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Share price
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fractional integration
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Gil-Alaña, Luis A.
Gupta, Rangan
3
Bredin, Donal
2
Caporale, Guglielmo Maria
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Cheung, Yin-Wong
2
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2
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Defence and peace economics
International journal of finance & economics : IJFE
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
2
Fractional integration and asymmetric volatility in European, American and Asian bull and bear markets : application to high-frequency stock data
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Shittu, …
- In:
International journal of finance & economics : IJFE
20
(
2015
)
3
,
pp. 276-290
Persistent link: https://www.econbiz.de/10011348408
Saved in:
3
Basque terrorism : police action, political measures and the influence of violence on the stock market in the Basque Country
Barros, Carlos Pestana
;
Caporale, Guglielmo Maria
; …
- In:
Defence and peace economics
20
(
2009
)
4
,
pp. 287-301
Persistent link: https://www.econbiz.de/10003902479
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