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subject:"Share price"
subject:"Stock index"
~isPartOf:"International review of economics & finance : IREF"
~language:"eng"
~person:"Bollerslev, Tim"
~person:"Chen, Shyh-Wei"
~person:"Gil-Alaña, Luis A."
~subject:"Zeitreihenanalyse"
~subject:"long memory"
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Share price
Stock index
Zeitreihenanalyse
long memory
Estimation
7
Schätzung
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Cointegration
5
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5
Börsenkurs
4
Fractional integration
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Bollerslev, Tim
Chen, Shyh-Wei
Gil-Alaña, Luis A.
Wohar, Mark E.
4
Salisu, Afees A.
3
Xie, Zixiong
3
Ahmad, Wasim
2
Balcilar, Mehmet
2
Brooks, Robert
2
Caporin, Massimiliano
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2
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2
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McAleer, Michael
2
Vortelinos, Dimitrios I.
2
Wang, Yudong
2
Xuan Vinh Vo
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Zhong, Angel
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Abakah, Emmanuel Joel Aikins
1
Abiyev, Vasif
1
Abuzayed, Bana
1
Adarov, Amat
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Al-Fayoumi, Nedal
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Ang, Tze Chuan
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International review of economics & finance : IREF
CESifo working papers
36
Economics and finance working paper series
27
Discussion papers / Deutsches Institut für Wirtschaftsforschung
16
Applied economics letters
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
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Asian Journal of Empirical Research
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Bulletin of economic research
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Cahier / Départment de Sciences Économiques, Université de Montréal
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1
GDP per capita in Sub-Saharan Africa : a time series approach using long memory
Gil-Alaña, Luis A.
;
Mudida, Robert
;
Zerbo, Eleazar
- In:
International review of economics & finance : IREF
72
(
2021
),
pp. 175-190
Persistent link: https://www.econbiz.de/10012671595
Saved in:
2
The foreign exchange and stock market nexus : new international evidence
Xie, Zixiong
;
Chen, Shyh-Wei
;
Wu, An-chia
- In:
International review of economics & finance : IREF
67
(
2020
),
pp. 240-266
Persistent link: https://www.econbiz.de/10012485915
Saved in:
3
How do stocks in BRICS co-move with real estate stocks?
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
;
Akinsomi, Omokolade
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 93-101
Persistent link: https://www.econbiz.de/10012486337
Saved in:
4
Volatility persistence in cryptocurrency markets under structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 680-691
Persistent link: https://www.econbiz.de/10012487193
Saved in:
5
Asymmetric adjustment and smooth breaks in dividend yields : evidence from international stock markets
Chen, Shyh-Wei
;
Xie, Zixiong
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 339-354
Persistent link: https://www.econbiz.de/10011747311
Saved in:
6
Detecting speculative bubbles under considerations of the sign asymmetry and size non-linearity : new international evidence
Chen, Shyh-Wei
;
Xie, Zixiong
- In:
International review of economics & finance : IREF
52
(
2017
),
pp. 188-209
Persistent link: https://www.econbiz.de/10011791338
Saved in:
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