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subject:"Volatilität"
subject:"Zeitreihenanalyse"
~accessRights:"restricted"
~person:"Caporin, Massimiliano"
~person:"Gil-Alaña, Luis A."
~subject:"United States"
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Volatilität
Zeitreihenanalyse
United States
Estimation
80
Schätzung
80
Time series analysis
44
Fractional integration
32
Cointegration
29
Kointegration
29
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18
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18
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Caporin, Massimiliano
Gil-Alaña, Luis A.
Gupta, Rangan
93
Bahmani-Oskooee, Mohsen
35
Balcilar, Mehmet
26
Ma, Feng
26
Tiwari, Aviral Kumar
26
Marcellino, Massimiliano
25
Wohar, Mark E.
25
Bouri, Elie
24
Pierdzioch, Christian
22
Xuan Vinh Vo
20
Chang, Tsangyao
19
Caporale, Guglielmo Maria
16
Kang, Sang Hoon
16
Todorov, Viktor
16
Ghysels, Eric
15
Lee, Chien-chiang
15
Mensi, Walid
15
Salisu, Afees A.
15
Apergēs, Nikolaos
14
Hammoudeh, Shawkat
14
Jawadi, Fredj
14
Nonejad, Nima
14
Yoon, Seong-min
14
Bollerslev, Tim
13
Forni, Mario
13
Gambetti, Luca
13
Li, Jia
13
Massa, Massimo
13
Timmermann, Allan
13
Wang, Yudong
13
Wei, Yu
13
Wu, Xinyu
13
Chan, Joshua
12
Zhang, Yaojie
12
Zhu, Huiming
12
Kelly, Bryan T.
11
Kumar, Dilip
11
Narayan, Paresh Kumar
11
Ranjbar, Omid
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Applied economics
4
Finance research letters
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International review of economics & finance : IREF
4
Applied economics letters
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Energy economics
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Research in international business and finance
2
Review of development finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
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1
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1
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1
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1
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1
Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil : Comment
Bonaccolto, Giovanni
;
Caporin, Massimiliano
;
Iacopini, …
- In:
Energy economics
132
(
2024
),
pp. 1-4
Persistent link: https://www.econbiz.de/10015047165
Saved in:
2
Testing the hypothesis of duration dependence in the US housing market
Dettoni, Robinson
;
Gil-Alaña, Luis A.
- In:
Finance research letters
58
(
2023
)
4
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014632834
Saved in:
3
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
4
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
Saved in:
5
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
6
Persistence, seasonality, and fractional integration within a nonlinear framework : evidence from US citizens' overseas travel
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Tourism economics : the business and finance of tourism …
28
(
2022
)
3
,
pp. 654-660
Persistent link: https://www.econbiz.de/10013267944
Saved in:
7
GDP and population growth : evidence of fractional cointegration with historical data from 1820 onwards
Gil-Alaña, Luis A.
;
Villanueva, Cecilia Font de
; …
- In:
Journal of economic studies
49
(
2022
)
2
,
pp. 379-393
Persistent link: https://www.econbiz.de/10013173406
Saved in:
8
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
Saved in:
9
True or spurious long memory in the cryptocurrency markets : evidence from a multivariate test and other Whittle estimation methods
Assaf, Ata
;
Gil-Alaña, Luis A.
;
Mokni, Khaled
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
3
,
pp. 1543-1570
Persistent link: https://www.econbiz.de/10013440392
Saved in:
10
Globalization, long memory, and real interest rate convergence : a historical perspective
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
5
,
pp. 2331-2355
Persistent link: https://www.econbiz.de/10013440481
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