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~isPartOf:"African development review"
~isPartOf:"Economic modelling"
~isPartOf:"Emerging markets, finance and trade : EMFT"
~isPartOf:"Financial innovation : FIN"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of economics and finance : JEF"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~language:"eng"
~language:"fra"
~language:"nld"
~language:"pol"
~person:"Gil-Alaña, Luis A."
~person:"Gong, Xu"
~person:"Ma, Feng"
~subject:"Developing countries"
~subject:"Großbritannien"
~subject:"Inflationsrate"
~subject:"Mean Reversion"
~subject:"Schätzung"
~subject:"Volatility"
~subject:"realized volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Textbook"
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Gil-Alaña, Luis A.
Gong, Xu
Ma, Feng
Gupta, Rangan
30
Caporale, Guglielmo Maria
20
Salisu, Afees A.
15
Bouri, Elie
14
Lee, Chien-chiang
13
Tiwari, Aviral Kumar
11
Wohar, Mark E.
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11
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9
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7
Arouri, Mohamed
7
Bahmani-Oskooee, Mohsen
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Hammoudeh, Shawkat
7
Jawadi, Fredj
7
McMillan, David G.
7
Rault, Christophe
7
Shahbaz, Muhammad
7
Wang, Yudong
7
Zhang, Wei
7
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Chang, Chun Ping
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Cheung, Yin-Wong
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Hassan, M. Kabir
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Lucey, Brian M.
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Nitzsche, Dirk
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African development review
Economic modelling
Emerging markets, finance and trade : EMFT
Financial innovation : FIN
International journal of finance & economics : IJFE
Journal of economics and finance : JEF
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Energy economics
27
Applied economics
21
Applied economics letters
16
International review of financial analysis
15
International review of economics & finance : IREF
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9
Finance research letters
9
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7
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6
Journal of forecasting
6
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5
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Review of development finance
4
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3
International journal of forecasting
3
International journal of theoretical and applied finance
3
The European journal of finance
3
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3
The South African journal of economics
3
The journal of futures markets
3
Annales d'économie et de statistique
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China finance review international
2
Computational economics
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Economia internazionale
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Empirica : journal of european economics
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Oxford bulletin of economics and statistics
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Review of financial economics : RFE
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Review of international economics
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Review of quantitative finance and accounting
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The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
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ECONIS (ZBW)
41
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31
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
32
Fractional integration and asymmetric volatility in European, American and Asian bull and bear markets : application to high-frequency stock data
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Shittu, …
- In:
International journal of finance & economics : IJFE
20
(
2015
)
3
,
pp. 276-290
Persistent link: https://www.econbiz.de/10011348408
Saved in:
33
Testing PPP for the South African rand/US dollar real exchange rate at different data frequencies
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
African development review
27
(
2015
)
2
,
pp. 161-170
Persistent link: https://www.econbiz.de/10011334636
Saved in:
34
Long memory in Angolan macroeconomic series : mean reversion versus explosive behaviour
Barros, Carlos Pestana
;
Caporale, Guglielmo Maria
; …
- In:
African development review
26
(
2014
)
1
,
pp. 59-73
Persistent link: https://www.econbiz.de/10011313843
Saved in:
35
The persistence and asymmetric volatility in the Nigerian stock bull and bear markets
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
- In:
Economic modelling
38
(
2014
),
pp. 463-469
Persistent link: https://www.econbiz.de/10010419012
Saved in:
36
Persistence and cycles in US hours worked
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Economic modelling
38
(
2014
),
pp. 504-511
Persistent link: https://www.econbiz.de/10010418982
Saved in:
37
The purchasing power parity hypothesis in the US-China relationship : fractional integration, time variation and data frequency
Gil-Alaña, Luis A.
;
Jiang, Liang
- In:
International journal of finance & economics : IJFE
18
(
2013
)
1
,
pp. 82-92
Persistent link: https://www.econbiz.de/10009721889
Saved in:
38
Comovements among U.S. state housing prices : evidence from fractional cointegration
Barros, Carlos Pestana
;
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Economic modelling
29
(
2012
)
3
,
pp. 936-942
Persistent link: https://www.econbiz.de/10009545491
Saved in:
39
Estimating persistence in the volatility of asset returns with signal plus noise models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International journal of finance & economics : IJFE
17
(
2012
)
1
,
pp. 23-30
Persistent link: https://www.econbiz.de/10009507857
Saved in:
40
Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
The quarterly review of economics and finance : journal …
42
(
2002
)
3
,
pp. 599-609
Persistent link: https://www.econbiz.de/10001712171
Saved in:
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