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subject:"Volatility"
~accessRights:"restricted"
~person:"Aghion, Philippe"
~person:"Caporale, Guglielmo Maria"
~person:"Gil-Alaña, Luis A."
~subject:"Großbritannien"
~subject:"Theorie"
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Volatility
Großbritannien
Theorie
Estimation
86
Schätzung
86
Time series analysis
38
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38
Fractional integration
31
Cointegration
29
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29
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18
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Aghion, Philippe
Caporale, Guglielmo Maria
Gil-Alaña, Luis A.
Gupta, Rangan
71
Bahmani-Oskooee, Mohsen
28
Ma, Feng
27
Balcilar, Mehmet
22
Bouri, Elie
22
Marcellino, Massimiliano
22
Pierdzioch, Christian
21
Tiwari, Aviral Kumar
20
Wohar, Mark E.
20
Serletis, Apostolos
19
Apergēs, Nikolaos
17
Todorov, Viktor
17
Xuan Vinh Vo
17
Kang, Sang Hoon
16
Mensi, Walid
15
Li, Jia
14
Yoon, Seong-min
14
Bollerslev, Tim
13
Jawadi, Fredj
13
Lee, Chien-chiang
13
Nonejad, Nima
13
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13
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13
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13
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12
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11
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11
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11
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11
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11
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11
Brooks, Robert
10
Forni, Mario
10
Narayan, Paresh Kumar
10
Petrella, Ivan
10
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
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3
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3
Research in international business and finance
3
Applied economics letters
2
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International review of economics & finance : IREF
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ECONIS (ZBW)
36
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1
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:
2
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:
3
Nonlinearities in the exchange rate pass-through : the role of inflation expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 86-101
Persistent link: https://www.econbiz.de/10014373714
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
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:
6
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:
7
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:
8
Inflation-targeting and inflation volatility : international evidence from the cosine-squared cepstrum
Antonakakis, Nikolaos
;
Christou, Christina
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
167
(
2021
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013269231
Saved in:
9
Gender diversity index. measuring persistence
Rio, Marta del
;
Infante, Juan
;
Gil-Alaña, Luis A.
- In:
Research in international business and finance
58
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013286443
Saved in:
10
Testing Okun's Law : theoretical and empirical considerations using fractional integration
Gil-Alaña, Luis A.
;
Škare, Marinko
;
Blazevic Buric, Sanja
- In:
Applied economics
52
(
2020
)
5
,
pp. 459-474
Persistent link: https://www.econbiz.de/10012197424
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