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subject:"Volatilität"
~person:"Gil-Alaña, Luis A."
~subject:"EU-Staaten"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie enthalten"
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Volatilität
EU-Staaten
Theory
Estimation
128
Schätzung
128
Time series analysis
80
Zeitreihenanalyse
80
Cointegration
49
Kointegration
49
Fractional integration
44
Theorie
34
USA
31
United States
31
fractional integration
25
Börsenkurs
22
Großbritannien
22
Share price
22
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Persistence
20
Long memory
18
Aktienmarkt
15
Capital income
15
Fractional cointegration
15
Kapitaleinkommen
15
Stock market
15
Volatility
15
Einheitswurzeltest
14
Unit root test
14
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13
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12
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10
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10
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10
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9
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9
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Article
52
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Aufsatz in Zeitschrift
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Arbeitspapier
63
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English
52
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Gil-Alaña, Luis A.
Gupta, Rangan
74
Bahmani-Oskooee, Mohsen
50
Caporale, Guglielmo Maria
48
Wohar, Mark E.
34
Belke, Ansgar
33
Bollerslev, Tim
28
Ma, Feng
28
Pierdzioch, Christian
28
Tiwari, Aviral Kumar
28
McAleer, Michael
27
Serletis, Apostolos
27
Todorov, Viktor
26
Bouri, Elie
25
Kumbhakar, Subal
25
Apergēs, Nikolaos
24
Xuan Vinh Vo
24
Narayan, Paresh Kumar
22
Sosvilla-Rivero, Simón
22
Brooks, Robert
21
MacDonald, Ronald
21
Balcilar, Mehmet
20
Kumar, Dilip
20
Lee, Chien-chiang
20
Herwartz, Helmut
19
Kang, Sang Hoon
19
Mensi, Walid
19
Tsionas, Efthymios G.
19
McMillan, David G.
18
Rashid, Abdul
18
Chiang, Thomas C.
17
Marcellino, Massimiliano
17
Moosa, Imad A.
17
Afonso, António
16
Tauchen, George Eugene
16
Yoon, Seong-min
16
Asai, Manabu
15
Chang, Tsangyao
15
Fabozzi, Frank J.
15
Ghysels, Eric
15
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Applied economics letters
7
Finance research letters
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of economics and finance : JEF
3
Research in international business and finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied economics
2
Economic modelling
2
Empirica : journal of european economics
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Oxford bulletin of economics and statistics
2
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Applied financial economics letters
1
Comparative economic studies
1
Computational economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Journal of economics and finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of international money and finance
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Recherches économiques de Louvain
1
Review of development finance
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Review of financial economics : RFE
1
The North American journal of economics and finance : a journal of financial economics studies
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The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
52
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
Saved in:
3
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
Saved in:
4
Private and public debt convergence : a fractional cointegration approach
Malmierca-Ordoqui, Maria
;
Gil-Alaña, Luis A.
;
Bermejo …
- In:
Empirica : journal of european economics
51
(
2024
)
1
,
pp. 161-183
Persistent link: https://www.econbiz.de/10014492069
Saved in:
5
Stock market prices and dividends in the US : bubbles or long-run equilibria relationships?
Dettoni, Robinson
;
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014544069
Saved in:
6
Persistence in the market risk premium : evidence across countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
45
(
2021
)
3
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012547070
Saved in:
7
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:
8
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:
9
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
10
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
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