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subject:"Volatility"
~person:"Gil-Alaña, Luis A."
~subject:"Strukturbruch"
~subject:"United States"
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Volatility
Strukturbruch
United States
Estimation
265
Schätzung
265
Time series analysis
178
Zeitreihenanalyse
178
Cointegration
110
Kointegration
110
fractional integration
78
USA
77
Theorie
73
Theory
73
Großbritannien
53
United Kingdom
53
Fractional integration
47
Börsenkurs
41
Share price
41
Einheitswurzeltest
35
Unit root test
35
Structural break
32
Arbeitslosigkeit
31
Unemployment
31
Aktienmarkt
30
Stock market
30
persistence
28
Volatilität
27
EU countries
26
EU-Staaten
26
Business cycle
25
Konjunktur
25
Interest rate
24
Zins
24
Capital income
23
Kapitaleinkommen
23
Persistence
23
long memory
23
Long memory
21
fractional cointegration
21
Hysterese
20
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Free
54
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English
112
Author
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Gil-Alaña, Luis A.
Caporale, Guglielmo Maria
153
Gupta, Rangan
150
McAleer, Michael
96
Heckman, James J.
65
Pierdzioch, Christian
61
Bahmani-Oskooee, Mohsen
60
Bollerslev, Tim
58
Belke, Ansgar
55
Pesaran, M. Hashem
54
Koopman, Siem Jan
50
Wohar, Mark E.
49
Engle, Robert F.
46
Balcilar, Mehmet
45
Hautsch, Nikolaus
44
Miller, Stephen M.
44
Hamermesh, Daniel S.
42
Todorov, Viktor
38
Diebold, Francis X.
36
Härdle, Wolfgang
36
Marcellino, Massimiliano
36
Timmermann, Allan
36
Mumtaz, Haroon
35
Cheung, Yin-Wong
34
Buch, Claudia M.
33
Tiwari, Aviral Kumar
32
Bloom, Nicholas
31
Bouri, Elie
31
Narayan, Paresh Kumar
31
Reitz, Stefan
31
Stulz, René M.
31
Basu, Susanto
30
Ludvigson, Sydney C.
30
Asai, Manabu
29
Chang, Tsangyao
29
Gil-Alana, Luis A.
29
Glaeser, Edward L.
29
Karanassou, Marika
29
Kilian, Lutz
29
Neumark, David
29
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Hamburgisches Welt-Wirtschafts-Archiv
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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CESifo working papers
20
Economics and finance working paper series
17
Discussion papers / Deutsches Institut für Wirtschaftsforschung
12
Applied economics letters
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Economic modelling
3
Finance research letters
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied economics
2
Department of Economics working papers
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International journal of finance & economics : IJFE
2
Review of development finance
2
Review of financial economics : RFE
2
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
2
Annales d'économie et de statistique
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Applied financial economics
1
Applied financial economics letters
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Discussion paper series / IZA
1
Discussion papers of interdisciplinary research project 373
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Empirica : journal of european economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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HWWA discussion paper
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International advances in economic research
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of economics and finance : JEF
1
Journal of international money and finance
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of quantitative economics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Macroeconomic dynamics
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Oxford bulletin of economics and statistics
1
Recherches économiques de Louvain
1
Research in international business and finance
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ECONIS (ZBW)
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71
Persistence and cycles in US hours worked
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Economic modelling
38
(
2014
),
pp. 504-511
Persistent link: https://www.econbiz.de/10010418982
Saved in:
72
Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
4
,
pp. 1389-1410
Persistent link: https://www.econbiz.de/10010461103
Saved in:
73
On the persistence and volatility in European, American and Asian stocks bull and bear markets
Gil-Alaña, Luis A.
;
Shittu, Olanrewaju I.
;
Yaya, …
- In:
Journal of international money and finance
40
(
2014
),
pp. 149-162
Persistent link: https://www.econbiz.de/10010239995
Saved in:
74
A multivariate long-memory model with structural breaks
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428263
Saved in:
75
Deterministic versus stochastic seasonal fractional integration and structural breaks
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428302
Saved in:
76
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
29
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
Saved in:
77
Fractional integration and impulse responses : a bivariate application to real output in the US and the Scandinavian countries
Caporale, Guglielmo Maria
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003391559
Saved in:
78
Fractional cointegration in US term spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
19
(
2012
)
4/6
,
pp. 431-434
Persistent link: https://www.econbiz.de/10009630703
Saved in:
79
Comovements among U.S. state housing prices : evidence from fractional cointegration
Barros, Carlos Pestana
;
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Economic modelling
29
(
2012
)
3
,
pp. 936-942
Persistent link: https://www.econbiz.de/10009545491
Saved in:
80
Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Multinational finance journal : MF ; quarterly …
16
(
2012
)
1/2
,
pp. 105-136
Persistent link: https://www.econbiz.de/10010257552
Saved in:
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