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~accessRights:"restricted"
~subject:"Großbritannien"
~subject:"United States"
~type:"article"
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Search: subject:"Fractional integration"
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Großbritannien
United States
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
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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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15
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15
Kapitaleinkommen
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15
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13
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13
USA
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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22
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22
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Gil-Alaña, Luis A.
14
Caporale, Guglielmo Maria
6
Payne, James E.
3
Canarella, Giorgio
2
Miller, Stephen M.
2
Abakah, Emmanuel Joel Aikins
1
Babalos, Vassilios
1
Carcel, Hector
1
Coleman, Simeon
1
Cuestas, Juan Carlos
1
Cuñado Eizaguirre, Juncal
1
Dettoni, Robinson
1
Gupta, Rangan
1
Jung, Samuel Moon
1
Kiohos, Apostolos
1
Koulakiotis, Athanasios
1
Kyriakou, Maria I.
1
Leone, Vitor
1
Lovcha, Yuliya
1
Marques, André M.
1
Miles, William
1
Monge, Manuel
1
Orlando, James C.
1
Perez-Laborda, Alejandro
1
Pesavento, Fábio
1
Poza, Carlos
1
Sephton, Peter S.
1
Trani, Tommaso
1
Vijverberg, Chu-Ping Chen
1
You, Kefei
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Applied economics letters
3
Applied economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Finance research letters
2
Tourism economics : the business and finance of tourism and recreation
2
Eastern economic journal
1
Economics letters
1
Environmental and resource economics
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
Journal of economic studies
1
Research in international business and finance
1
The journal of real estate finance and economics
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
22
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1
The home price-income relationship for US states
Miles, William
;
Jung, Samuel Moon
;
Vijverberg, Chu-Ping Chen
- In:
Applied economics
56
(
2024
)
34
,
pp. 4128-4139
Persistent link: https://www.econbiz.de/10014559271
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
Testing the hypothesis of duration dependence in the US housing market
Dettoni, Robinson
;
Gil-Alaña, Luis A.
- In:
Finance research letters
58
(
2023
)
4
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014632834
Saved in:
4
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:
5
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:
6
Persistence in US Treasury bonds
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
- In:
Finance research letters
45
(
2022
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014578142
Saved in:
7
Mean reversion in CO2 emissions : the need for structural change
Sephton, Peter S.
- In:
Environmental and resource economics
75
(
2020
)
4
,
pp. 953-975
Persistent link: https://www.econbiz.de/10012224380
Saved in:
8
Measuring the degree of persistence in the U.S. economic policy uncertainty index
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Applied economics letters
27
(
2020
)
10
,
pp. 831-835
Persistent link: https://www.econbiz.de/10012266923
Saved in:
9
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:
10
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:
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