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~accessRights:"restricted"
~subject:"Großbritannien"
~subject:"Share price"
~type:"article"
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Großbritannien
Share price
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
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19
long memory
19
Estimation theory
17
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17
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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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15
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13
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13
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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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29
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29
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English
29
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Gil-Alaña, Luis A.
13
Caporale, Guglielmo Maria
6
Babalos, Vassilios
2
Canarella, Giorgio
2
Kiohos, Apostolos
2
Koulakiotis, Athanasios
2
Miller, Stephen M.
2
Poza, Carlos
2
Sibbertsen, Philipp
2
Yaya, OlaOluwa S.
2
Abakah, Emmanuel Joel Aikins
1
Adediran, Idris A.
1
Adekoya, Oluwasegun B.
1
Adepoju, Adedayo A.
1
Afzal, Alia
1
Akinsomi, Omokolade
1
Al-Shboul, Mohammad
1
Anwar, Sajid
1
Carcel, Hector
1
Chang, Chia-Lin
1
Coleman, Simeon
1
Coskun, Yener
1
Cuestas, Juan Carlos
1
Cuñado Eizaguirre, Juncal
1
Demetrescu, Matei
1
Gupta, Rangan
1
Hassler, Uwe
1
Infante, Juan
1
Klein, Tony
1
Kyriakou, Maria I.
1
Leone, Vitor
1
Marques, André M.
1
Martín-Valmayor, Miguel Angel
1
McAleer, Michael
1
Musunuru, Naveen
1
Ndako, Umar Bida
1
Orlando, James C.
1
Osterrieder, Daniela
1
Payne, James E.
1
Pesavento, Fábio
1
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Economics letters
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Finance research letters
2
International review of economics & finance : IREF
2
Research in international business and finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied economics
1
Applied economics letters
1
Eastern economic journal
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 economics and finance
1
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1
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1
Journal of economic studies
1
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1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Review of development finance
1
The journal of real estate finance and economics
1
Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
29
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1
Persistence and long run co-movements across stock market prices
Gil-Alaña, Luis A.
;
Infante, Juan
;
Martín-Valmayor, …
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 347-357
Persistent link: https://www.econbiz.de/10014429885
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
Modeling fractional cointegration between high and low stock prices in Asian countries
Afzal, Alia
;
Sibbertsen, Philipp
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
2
,
pp. 661-682
Persistent link: https://www.econbiz.de/10012490321
Saved in:
6
Persistence and efficiency of OECD stock markets : linear and nonlinear
fractional
integration
approaches
Adekoya, Oluwasegun B.
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
3
,
pp. 1415-1433
Persistent link: https://www.econbiz.de/10012616954
Saved in:
7
Cryptocurrencies and stock market indices. Are they related?
Gil-Alaña, Luis A.
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Research in international business and finance
51
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012205484
Saved in:
8
A fractional cointegration VAR analysis of Islamic stocks : a global perspective
Salisu, Afees A.
;
Ndako, Umar Bida
;
Adediran, Idris A.
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012659434
Saved in:
9
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:
10
How do stocks in BRICS co-move with real estate stocks?
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
;
Akinsomi, Omokolade
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 93-101
Persistent link: https://www.econbiz.de/10012486337
Saved in:
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