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~accessRights:"restricted"
~subject:"Großbritannien"
~subject:"Stock market"
~type:"article"
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Search: subject:"Fractional integration"
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Großbritannien
Stock market
Fractional integration
138
Time series analysis
108
Zeitreihenanalyse
108
Estimation
89
Schätzung
89
fractional integration
79
Theorie
46
Theory
46
Cointegration
38
Kointegration
36
Long memory
32
Persistence
26
Volatility
26
Volatilität
25
Börsenkurs
21
Share price
21
long memory
21
Capital income
17
Estimation theory
17
Kapitaleinkommen
17
Schätztheorie
17
Aktienmarkt
16
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16
Inflation
16
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16
persistence
15
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13
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13
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10
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26
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26
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English
26
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Gil-Alaña, Luis A.
14
Caporale, Guglielmo Maria
7
Babalos, Vassilios
2
Canarella, Giorgio
2
Kiohos, Apostolos
2
Koulakiotis, Athanasios
2
Miller, Stephen M.
2
Abakah, Emmanuel Joel Aikins
1
Adediran, Idris A.
1
Adekoya, Oluwasegun B.
1
Akinsomi, Omokolade
1
Al-Shboul, Mohammad
1
Amanjot Singh
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
Coskun, Yener
1
Cuestas, Juan Carlos
1
Cuñado Eizaguirre, Juncal
1
Dios-Alija, Teresa de
1
Guhathakurta, Kousik
1
Gupta, Rangan
1
Härdle, Wolfgang
1
Infante, Juan
1
Kyriakou, Maria I.
1
Leone, Vitor
1
Makarenko, Inna
1
Marques, André M.
1
Martin-Valmayor, Miguel
1
Martín-Valmayor, Miguel Angel
1
Ndako, Umar Bida
1
Orlando, James C.
1
Payne, James E.
1
Pesavento, Fábio
1
Plastun, Alex
1
Poza, Carlos
1
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Finance research letters
2
International review of economics & finance : IREF
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
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
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
Journal of quantitative economics
1
Journal of sustainable finance & investment
1
Research in international business and finance
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The journal of real estate finance and economics
1
Theoretical economics letters
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Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
26
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1
Stock market indices and sustainability : a comparison between them
Dios-Alija, Teresa de
;
Río Caballero, Marta del
; …
- In:
Journal of sustainable finance & investment
14
(
2024
)
3
,
pp. 642-657
Persistent link: https://www.econbiz.de/10015053395
Saved in:
2
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:
3
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:
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
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:
6
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:
7
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:
8
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:
9
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:
10
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 50-61
Persistent link: https://www.econbiz.de/10012430865
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