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~accessRights:"restricted"
~language:"eng"
~language:"ita"
~person:"Gil-Alaña, Luis A."
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Kommentar"
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Volatility
Time series analysis
65
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65
Estimation
62
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62
Fractional integration
41
Cointegration
33
Kointegration
33
Persistence
25
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25
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25
fractional integration
25
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21
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19
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long memory
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Gil-Alaña, Luis A.
Gupta, Rangan
129
Ma, Feng
89
Bouri, Elie
84
Tiwari, Aviral Kumar
56
Hammoudeh, Shawkat
41
Mensi, Walid
41
Zhang, Yaojie
41
Wohar, Mark E.
39
Wang, Yudong
38
Kang, Sang Hoon
37
Liang, Chao
37
Xuan Vinh Vo
36
Bahmani-Oskooee, Mohsen
34
Ji, Qiang
34
Lucey, Brian M.
34
Wei, Yu
34
Corbet, Shaen
33
Demirer, Rıza
33
Roubaud, David
33
Balcilar, Mehmet
31
Salisu, Afees A.
28
McAleer, Michael
27
Pierdzioch, Christian
27
Yin, Libo
27
Shahzad, Syed Jawad Hussain
26
Kumar, Dilip
25
Lau, Chi Keung
25
Umar, Zaghum
23
Gillas, Konstantinos Gkillas
22
Wen, Fenghua
22
Wu, Xinyu
22
Zhu, Huiming
22
Jawadi, Fredj
21
Serletis, Apostolos
21
Wang, Jiqian
21
Wang, Lu
21
Xiong, Xiong
21
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20
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Finance research letters
3
International review of economics & finance : IREF
2
Computational economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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1
Research in international business and finance
1
Review of development finance
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
12
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1
Measuring volatility persistence in leveraged loan markets in the presence of structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
78
(
2022
),
pp. 141-152
Persistent link: https://www.econbiz.de/10013334550
Saved in:
2
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:
3
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:
4
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:
5
A fractional cointegration var analysis of exchange rate dynamics
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012658798
Saved in:
6
High and low prices and the range in the European stock markets : a long-memory approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Research in international business and finance
52
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012543286
Saved in:
7
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:
8
Volatility persistence in the Russian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430826
Saved in:
9
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
Saved in:
10
Searching for inefficiencies in exchange rate dynamics
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
49
(
2017
)
3
,
pp. 405-432
Persistent link: https://www.econbiz.de/10011762118
Saved in:
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