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~isPartOf:"Applied econometrics and international development"
~isPartOf:"Applied economics"
~isPartOf:"Finance research letters"
~isPartOf:"International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society"
~isPartOf:"Modern economy"
~language:"eng"
~language:"fra"
~language:"nld"
~language:"pol"
~person:"Aguayo, Eva"
~person:"Dittrich, Ludwig O."
~person:"Dēmelē, Sophias P."
~person:"Gil-Alaña, Luis A."
~person:"Grubaugh, Stephen G."
~person:"Ma, Feng"
~person:"Ramírez, Miguel D."
~source:"econis"
~subject:"Asia"
~subject:"Developing countries"
~subject:"Fractional integration"
~subject:"Großbritannien"
~subject:"KPSS unit root test"
~subject:"Time series analysis"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Textbook"
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KPSS unit root test
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Zeitreihenanalyse
35
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Aguayo, Eva
Dittrich, Ludwig O.
Dēmelē, Sophias P.
Gil-Alaña, Luis A.
Grubaugh, Stephen G.
Ma, Feng
Ramírez, Miguel D.
Gupta, Rangan
27
Moosa, Imad A.
18
Bahmani-Oskooee, Mohsen
17
Tiwari, Aviral Kumar
17
Bouri, Elie
13
Guisán, María-Carmen
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12
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10
Corbet, Shaen
9
Caporale, Guglielmo Maria
8
Chang, Tsangyao
8
Lucey, Brian M.
8
Sensoy, Ahmet
8
Wei, Yu
8
Zhang, Yaojie
8
Balcilar, Mehmet
7
Bhaskara Rao, Buddhavarapu
7
Guesmi, Khaled
7
Lyócsa, Štefan
7
Mills, Terence C.
7
Molnár, Peter
7
Shahbaz, Muhammad
7
Turner, Paul
7
Wohar, Mark E.
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7
Österholm, Pär
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Ji, Qiang
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Kang, Sang Hoon
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Leslie, Derek G.
6
Peel, David
6
Shahzad, Syed Jawad Hussain
6
Sloane, Peter J.
6
Speight, Alan E. H.
6
Taylor, Mark P.
6
Thornton, John
6
Umar, Zaghum
6
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6
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Applied econometrics and international development
Applied economics
Finance research letters
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
Modern economy
Energy economics
24
Applied economics letters
18
International review of financial analysis
14
International journal of finance & economics : IJFE
13
International review of economics & finance : IREF
12
Economic modelling
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Journal of forecasting
8
Research in international business and finance
8
Tourism economics : the business and finance of tourism and recreation
6
Business and Economic Research : BER
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
Journal of economics and finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Applied financial economics
4
Empirica : journal of european economics
4
Journal of economics and finance : JEF
4
Review of development finance
4
Atlantic economic journal : AEJ
3
Economics letters
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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 forecasting
3
International journal of theoretical and applied finance
3
Oxford bulletin of economics and statistics
3
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3
The journal of futures markets
3
African journal of economic and sustainable development
2
Bulletin of applied economics
2
CBN journal of applied statistics
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China finance review international
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Defence and peace economics
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Economia internazionale
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Emerging markets, finance and trade : EMFT
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ECONIS (ZBW)
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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
International commodity-market tail risk and stock volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
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
Bitcoin volatility predictability : the role of jumps and regimes
Qian, Lihua
;
Wang, Jiqian
;
Ma, Feng
;
Li, Ziyang
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013553653
Saved in:
5
Does the US stock market information matter for European equity market volatility : a multivariate perspective?
Tang, Yusui
;
Ma, Feng
;
Wahab, M. I. M.
;
Wei, Yu
- In:
Applied economics
54
(
2022
)
58
,
pp. 6726-6743
Persistent link: https://www.econbiz.de/10013494246
Saved in:
6
Oil futures volatility predictability : evidence based on Twitter-based uncertainty
Lang, Qiaoqi
;
Lu, Xinjie
;
Ma, Feng
;
Huang, Dengshi
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1
Persistent link: https://www.econbiz.de/10013457290
Saved in:
7
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:
8
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
9
Mean reversion in monetary aggregates in Chile
Martin-Valmayor, Miguel Angel
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics
53
(
2021
)
13
,
pp. 1572-1584
Persistent link: https://www.econbiz.de/10012485279
Saved in:
10
Modelling stock market data in China : cisis and Coronavirus
Cristofaro, Lorenzo
;
Gil-Alaña, Luis A.
;
Chen, Zhongfei
; …
- In:
Finance research letters
41
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013336246
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