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~isPartOf:"African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)"
~isPartOf:"Economic notes : economic review of Banca Monte dei Paschi di Siena"
~isPartOf:"International journal of finance & economics : IJFE"
~language:"eng"
~language:"fra"
~language:"nld"
~language:"pol"
~person:"Gallo, Giampiero M."
~person:"Gil-Alaña, Luis A."
~subject:"ARCH-Modell"
~subject:"Developing countries"
~subject:"Fractional integration"
~subject:"Großbritannien"
~subject:"Inflationsrate"
~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Textbook"
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ARCH-Modell
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Gallo, Giampiero M.
Gil-Alaña, Luis A.
Kanas, Angelos
6
Ma, Feng
6
Liang, Chao
5
Caporale, Guglielmo Maria
4
Gupta, Rangan
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Li, Xiafei
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Azhar Mohamad
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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
Economic notes : economic review of Banca Monte dei Paschi di Siena
International journal of finance & economics : IJFE
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Applied economics
7
Research in international business and finance
7
Applied economics letters
6
International review of economics & finance : IREF
5
Journal of economics and finance
5
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4
Finance research letters
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Review of development finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economics letters
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International journal of forecasting
3
Journal of economics and finance : JEF
3
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2
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2
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
2
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
2
International journal of theoretical and applied finance
2
International review of financial analysis
2
Journal of econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of forecasting
2
Oxford bulletin of economics and statistics
2
The European journal of finance
2
Tourism economics : the business and finance of tourism and recreation
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Advances in quantitative analysis of finance and accounting : a research annual
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Annales d'économie et de statistique
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Applied financial economics letters
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Asian Journal of Empirical Research
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Atlantic economic journal : AEJ
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Australian economic papers
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ECONIS (ZBW)
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1
Persistence and dependence in geopolitical risks in various developed and developing countries
Solarin Sakiru Adebola
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1488-1496
Persistent link: https://www.econbiz.de/10014253418
Saved in:
2
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
3
Modelling persistence in the conditional mean of inflation using the ARFIMA process with GARCH and GJR-GARCH innovations : the case of Ghana and South Africa
Boateng, Alexander
;
Lesaoana, Maseka
;
Siweya, Hlengani
; …
- In:
African review of economics & finance : AREF : (a …
9
(
2017
)
2
,
pp. 96-130
Persistent link: https://www.econbiz.de/10011780438
Saved in:
4
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:
5
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:
6
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:
7
Market interdependence and financial volatility transmission in East Asia
Gallo, Giampiero M.
;
Velucchi, Margherita
- In:
International journal of finance & economics : IJFE
14
(
2009
)
1
,
pp. 24-44
Persistent link: https://www.econbiz.de/10003807461
Saved in:
8
Trade balance and exchange rate : unit roots, co-integration and long memory in the US and the UK
Gil-Alaña, Luis A.
;
Luqui, Natalia
;
Cuñado …
- In:
Economic notes : economic review of Banca Monte dei …
37
(
2008
)
1
,
pp. 59-74
Persistent link: https://www.econbiz.de/10003712973
Saved in:
9
Time-varying/sing-switching risk perception on foreign exchange markets
Gallo, Giampiero M.
;
Pacini, Barbara
- In:
International journal of finance & economics : IJFE
3
(
1998
)
3
,
pp. 241-259
Persistent link: https://www.econbiz.de/10001434209
Saved in:
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