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~isPartOf:"Advances in statistical analysis : AStA ; a journal of the German Statistical Society"
~isPartOf:"Applied economics"
~isPartOf:"Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~language:"eng"
~language:"kir"
~language:"und"
~person:"Gil-Alaña, Luis A."
~person:"Härdle, Wolfgang"
~person:"Küchler, Uwe"
~subject:"Aktienindex"
~subject:"Auslandsinvestition"
~subject:"Regressionsanalyse"
~subject:"Supply chain"
~subject:"Theory"
~subject:"Volatility"
~subject:"Wirkungsanalyse"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Statistik"
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Aktienindex
Auslandsinvestition
Regressionsanalyse
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Theory
Volatility
Wirkungsanalyse
Theorie
51
Time series analysis
42
Zeitreihenanalyse
42
Estimation theory
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persistence
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long memory
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Gil-Alaña, Luis A.
Härdle, Wolfgang
Küchler, Uwe
Robinson, Peter M.
27
Linton, Oliver
25
Lütkepohl, Helmut
24
Saikkonen, Pentti
19
Gupta, Rangan
12
Moosa, Imad A.
12
Felli, Leonardo
11
Güth, Werner
11
Lanne, Markku
11
Bahmani-Oskooee, Mohsen
10
Breitung, Jörg
10
Herwartz, Helmut
10
Horsley, Anthony
10
Leybourne, Stephen James
10
Mammen, Enno
10
Yang, Lijian
10
Zhu, Huiming
10
Carroll, Raymond J.
9
Ghysels, Eric
9
Harvey, Andrew C.
9
Koopman, Siem Jan
9
Umar, Zaghum
9
Wrobel, Andrew J.
9
Föllmer, Hans
8
Hafner, Christian M.
8
Imbens, Guido
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Koop, Gary
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Ramiah, Vikash
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Taylor, Mark P.
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Tiwari, Aviral Kumar
8
Anderlini, Luca
7
Engle, Robert F.
7
Fengler, Matthias R.
7
Gubareva, Mariya
7
Jawadi, Fredj
7
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7
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Advances in statistical analysis : AStA ; a journal of the German Statistical Society
Applied economics
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
Discussion papers of interdisciplinary research project 373
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
SFB 649 discussion paper
127
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
55
CESifo working papers
33
Economics and finance working paper series
28
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22
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Research in international business and finance
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Journal of economics and finance
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Journal of the American Statistical Association : JASA
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Review of quantitative finance and accounting
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Empirica : journal of european economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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European review of economics and finance
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Finance research letters
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of banking & finance
3
Journal of financial econometrics
3
Oxford bulletin of economics and statistics
3
Research memorandum / METEOR
3
The European journal of finance
3
Cogent economics & finance
2
Department of Economics working papers
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Digital finance : smart data analytics, investment innovation, and financial technology
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ECONIS (ZBW)
79
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1
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
2
Persistence and trends in CO2 emissions in Africa : is Chinese FDI behind these features?
Claudio-Quiroga, Gloria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics
55
(
2023
)
30
,
pp. 3498-3513
Persistent link: https://www.econbiz.de/10014299168
Saved in:
3
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
Saved in:
4
US policy responses to the COVID-19 pandemic and sectoral stock indices : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Abakah, …
- In:
Applied economics
55
(
2023
)
3
,
pp. 283-292
Persistent link: https://www.econbiz.de/10013494423
Saved in:
5
The impact of COVID-19 on Turkey's tourism sector : fresh evidence from the fractional integration approach
Yucel, Ali Gokhan
;
Koksal, Cihat
;
Acar, Sevil
; …
- In:
Applied economics
54
(
2022
)
27
,
pp. 3074-3087
Persistent link: https://www.econbiz.de/10013171188
Saved in:
6
Testing Okun's Law : theoretical and empirical considerations using fractional integration
Gil-Alaña, Luis A.
;
Škare, Marinko
;
Blazevic Buric, Sanja
- In:
Applied economics
52
(
2020
)
5
,
pp. 459-474
Persistent link: https://www.econbiz.de/10012197424
Saved in:
7
UK tourism arrivals and departures : seasonality, persistence and time trends
Gil-Alaña, Luis A.
;
Ruiz-Alba, José L.
;
Ayestarán, Raquel
- In:
Applied economics
52
(
2020
)
46
,
pp. 5077-5087
Persistent link: https://www.econbiz.de/10012306541
Saved in:
8
Analysis of deviance for hypothesis testing in generalized partially linear models
Härdle, Wolfgang
;
Huang, Li-Shan
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 322-333
Persistent link: https://www.econbiz.de/10012177353
Saved in:
9
Long memory and mean reversion in real exchange rates in Latin America
Gil-Alaña, Luis A.
;
Sauci, Laura
- In:
Applied economics
50
(
2018
)
29
,
pp. 3148-3155
Persistent link: https://www.econbiz.de/10012037549
Saved in:
10
Single-index-based CoVaR with very high-dimensional covariates
Fan, Yan
;
Härdle, Wolfgang
;
Wang, Weining
;
Zhu, Lixing
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 212-226
Persistent link: https://www.econbiz.de/10011894611
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