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~accessRights:"restricted"
~subject:"Großbritannien"
~subject:"Kapitaleinkommen"
~type:"article"
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Search: subject:"Fractional integration"
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Großbritannien
Kapitaleinkommen
Fractional integration
137
Time series analysis
105
Zeitreihenanalyse
105
Estimation
89
Schätzung
89
fractional integration
76
Theorie
46
Theory
46
Cointegration
38
Kointegration
36
Long memory
32
Persistence
26
Volatility
26
Volatilität
25
Börsenkurs
19
Share price
19
long memory
19
Estimation theory
17
Schätztheorie
17
Einheitswurzeltest
16
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16
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16
Aktienmarkt
15
Capital income
15
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15
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13
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13
USA
13
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13
persistence
13
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12
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9
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9
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9
Fractional cointegration
9
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9
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9
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26
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26
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Gil-Alaña, Luis A.
11
Caporale, Guglielmo Maria
7
Babalos, Vassilios
2
Canarella, Giorgio
2
Kiohos, Apostolos
2
Koulakiotis, Athanasios
2
Miller, Stephen M.
2
Abbritti, Mirko
1
Al-Shboul, Mohammad
1
Andersen, Torben
1
Anwar, Sajid
1
Bhattacharya, Mousumi
1
Bhattacharya, Sharad Nath
1
Carcel, Hector
1
Chen, Yi-Hsuan
1
Chiang, Thomas C.
1
Coleman, Simeon
1
Cuestas, Juan Carlos
1
Cuñado Eizaguirre, Juncal
1
Guhathakurta, Kousik
1
Gupta, Rangan
1
Hassler, Uwe
1
Härdle, Wolfgang
1
Klein, Tony
1
Kyriakou, Maria I.
1
Leone, Vitor
1
Lovcha, Yuliya
1
Lucas, André
1
Marques, André M.
1
Moreno, Antonio
1
Opschoor, Anne
1
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1
Payne, James E.
1
Pesavento, Fábio
1
Plastun, Alex
1
Pohle, Marc-Oliver
1
Poza, Carlos
1
Quineche, Ricardo
1
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Finance research letters
4
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3
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1
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1
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1
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
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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
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1
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1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Theoretical economics letters
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1
Forecasting under long memory
Hassler, Uwe
;
Pohle, Marc-Oliver
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 742-778
Persistent link: https://www.econbiz.de/10014314818
Saved in:
2
Fractional
integration
and volatility transmission between real estate and stock markets : novel evidence from a FIGARCH-BEKK approach
Kyriakou, Maria I.
;
Koulakiotis, Athanasios
;
Kiohos, …
- In:
The journal of real estate finance and economics
66
(
2023
)
4
,
pp. 939-962
Persistent link: https://www.econbiz.de/10014258997
Saved in:
3
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:
4
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:
5
Consumption, aggregate wealth and expected stock returns : an FCVAR approach
Quineche, Ricardo
- In:
Journal of time series econometrics
13
(
2021
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10012437824
Saved in:
6
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
7
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:
8
The cyclical structure of the UK inflation rate : 1210-2016
Gil-Alaña, Luis A.
;
Trani, Tommaso
- In:
Economics letters
181
(
2019
),
pp. 182-185
Persistent link: https://www.econbiz.de/10012121890
Saved in:
9
Long-term interest rates in Europe : a fractional cointegration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 170-178
Persistent link: https://www.econbiz.de/10012205401
Saved in:
10
The VIX, the variance premium, and expected returns
Osterrieder, Daniela
;
Ventosa-Santaulària, Daniel
; …
- In:
Journal of financial econometrics
17
(
2019
)
4
,
pp. 517-558
Persistent link: https://www.econbiz.de/10012149836
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