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~isPartOf:"Annales d'économie et de statistique"
~isPartOf:"International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society"
~isPartOf:"Review of financial economics : RFE"
~language:"eng"
~language:"fra"
~language:"nld"
~language:"pol"
~person:"Abor, Joshua Yindenaba"
~person:"Ahmad, Yusuf"
~person:"Gil-Alaña, Luis A."
~source:"econis"
~subject:"1975-1998"
~subject:"Afrika"
~subject:"Asia"
~subject:"Developing countries"
~subject:"Estimation"
~subject:"Fractional integration"
~subject:"Großbritannien"
~subject:"Time series analysis"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Textbook"
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1975-1998
Afrika
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Fractional integration
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Time series analysis
Volatility
Zeitreihenanalyse
6
Einheitswurzeltest
5
USA
5
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United States
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Kointegration
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Abor, Joshua Yindenaba
Ahmad, Yusuf
Gil-Alaña, Luis A.
Apergēs, Nikolaos
6
Bruneau, Catherine
3
Cebula, Richard J.
3
Dormont, Brigitte
3
Gouriéroux, Christian
3
Haber, Gottfried
3
Neck, Reinhard
3
Ott, Attiat F.
3
Arize, Augustine Chuck
2
Belke, Ansgar
2
Cancelo de la Torre, José Ramón
2
Caporale, Guglielmo Maria
2
Darrat, Ali F.
2
Duguet, Emmanuel
2
Ferraz Nunes, José
2
Ferreira, Cândida
2
Granger, C. W. J.
2
Huffman, Stephen P.
2
Hwang, Jae-kwang
2
Jasiak, Joann
2
Jondeau, Eric
2
Kang, Moonsoo
2
Karmakar, Madhusudan
2
Luitel, Hari S.
2
Mahar, Gerry J.
2
Menyah, Kojo
2
Moll, Cliff R.
2
Mulligan, Robert F.
2
Nicolaï, Jean-Paul
2
Nourzad, Farrokh
2
Payne, James E.
2
Portier, Franck
2
Putnam, Bluford H.
2
Rahman, Abdul H.
2
Ramírez, Miguel D.
2
Reyes, Mario Gabriel Carpio
2
Saadi, Samir
2
Wickens, Michael R.
2
Wilford, D. S.
2
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Annales d'économie et de statistique
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
Review of financial economics : RFE
Applied economics
23
Applied economics letters
14
Research in international business and finance
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Review of development finance
7
International journal of finance & economics : IJFE
6
Journal of economics and finance
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Tourism economics : the business and finance of tourism and recreation
6
Economic modelling
5
Empirica : journal of european economics
5
Energy economics
5
Finance research letters
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
International review of economics & finance : IREF
5
Applied financial economics
4
Cogent economics & finance
4
International review of financial analysis
4
Journal of economics and finance : JEF
4
Journal of forecasting
4
The South African journal of economics
4
African journal of economic and sustainable development
3
Economics letters
3
Emerging markets, finance and trade : EMFT
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
European review of economics and finance
3
International journal of theoretical and applied finance
3
Journal of economic studies
3
Oxford bulletin of economics and statistics
3
Applied econometrics and international development
2
CBN journal of applied statistics
2
Computational economics
2
Defence and peace economics
2
Economia internazionale
2
Journal of emerging market finance
2
Journal of international development : the journal of the Development Studies Association
2
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ECONIS (ZBW)
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1
The effects of foreign bank presence on financial development in Africa : the role of institutional quality
Iddrisu, Khadijah
;
Abor, Joshua Yindenaba
;
Banyen, …
- In:
Review of financial economics : RFE
42
(
2024
)
1
,
pp. 39-54
Persistent link: https://www.econbiz.de/10014471076
Saved in:
2
Modelling long-range dependence and non-linearity in the infant mortality rates of African countries
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
- In:
International advances in economic research : IAER ; an …
26
(
2020
)
3
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012415228
Saved in:
3
Mean reversion in agricultural commodity prices in India
Gil-Alaña, Luis A.
;
Tripathy, Trilochan
- In:
International advances in economic research : IAER ; an …
20
(
2014
)
4
,
pp. 385-398
Persistent link: https://www.econbiz.de/10010532661
Saved in:
4
Government expenditures and revenues : evidence of fractional cointegration in an asymmetric modeling
Gil-Alaña, Luis A.
- In:
International advances in economic research : IAER ; an …
15
(
2009
)
2
,
pp. 143-155
Persistent link: https://www.econbiz.de/10003877566
Saved in:
5
Fractional integration in daily stock market indexes
Gil-Alaña, Luis A.
- In:
Review of financial economics : RFE
15
(
2006
)
1
,
pp. 28-48
Persistent link: https://www.econbiz.de/10003277988
Saved in:
6
Testing seasonality in the context of fractionally integrated processes
Gil-Alaña, Luis A.
- In:
Annales d'économie et de statistique
81
(
2006
),
pp. 69-91
Persistent link: https://www.econbiz.de/10003376911
Saved in:
7
Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Review of financial economics : RFE
13
(
2004
)
4
,
pp. 327-340
Persistent link: https://www.econbiz.de/10002375332
Saved in:
8
Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Review of financial economics : RFE
13
(
2004
)
3
,
pp. 245-258
Persistent link: https://www.econbiz.de/10002087632
Saved in:
9
Lond memory in the interest rates in some Asian countries
Gil-Alaña, Luis A.
- In:
International advances in economic research : IAER ; an …
9
(
2003
)
4
,
pp. 257-267
Persistent link: https://www.econbiz.de/10001838355
Saved in:
10
Purchasing power parity : evidence from developing countries
Anoruo, Emmanuel
;
Braha, Habtu
;
Ahmad, Yusuf
- In:
International advances in economic research : IAER ; an …
8
(
2002
)
2
,
pp. 85-96
Persistent link: https://www.econbiz.de/10001725746
Saved in:
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