//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied econometrics and international development"
~isPartOf:"International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society"
~isPartOf:"International journal of theoretical and applied finance"
~language:"eng"
~language:"fra"
~language:"nld"
~language:"pol"
~person:"Ahmad, Yusuf"
~person:"Gil-Alaña, Luis A."
~person:"Rebonato, Riccardo"
~subject:"Asia"
~subject:"Bruttoinlandsprodukt"
~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"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 21 applied filters
Year of publication
From:
To:
Subject
All
Asia
Bruttoinlandsprodukt
Developing countries
Estimation
Fractional integration
Großbritannien
Time series analysis
Volatility
Zeitreihenanalyse
8
USA
5
United States
5
Volatilität
5
Yield curve
5
Zinsstruktur
5
Risikoprämie
4
Risk premium
4
Theorie
4
Theory
4
United Kingdom
4
ARMA model
3
ARMA-Modell
3
Capital income
3
Einheitswurzeltest
3
Kapitaleinkommen
3
Mean Reversion
3
Mean reversion
3
Schätzung
3
Unit root test
3
Aktienmarkt
2
Anleihe
2
Bond
2
Börsenkurs
2
CAPM
2
Cointegration
2
Forecasting model
2
Government securities
2
Kointegration
2
Private consumption
2
Privater Konsum
2
Prognoseverfahren
2
Public bond
2
Share price
2
Staatspapier
2
Stochastic process
2
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
Government document
Textbook
Aufsatz in Zeitschrift
15
Language
All
English
French
Dutch
Polish
Author
All
Ahmad, Yusuf
Gil-Alaña, Luis A.
Rebonato, Riccardo
Guisán, María-Carmen
14
Benth, Fred Espen
7
Brigo, Damiano
5
Takahashi, Akihiko
5
Aguayo, Eva
4
Apergēs, Nikolaos
4
Exposito, Pilar
4
Holmes, Mark J.
4
Pallavicini, Andrea
4
Schoutens, Wim
4
Warburton, Christopher E. S.
4
Bildirici, Melike
3
Bouchaud, Jean-Philippe
3
Cebula, Richard J.
3
Chiarella, Carl
3
Edwards, Jeffrey A.
3
Forde, Martin
3
Fouque, Jean-Pierre
3
Gatheral, Jim
3
Grzelak, Lech A.
3
Haber, Gottfried
3
Hsing, Yu
3
Jareño, Francisco
3
Levendorskij, Sergej Z.
3
Liu, Rui Hua
3
Neck, Reinhard
3
Oosterlee, Cornelis W.
3
Radoičić, Radoš
3
Ramírez, Miguel D.
3
Sircar, Kaushik Ronnie
3
Soofi, Abdollah S.
3
Stoep, Anthonie W. van der
3
Vives, Josep
3
Zubelli, Jorge P.
3
Ahlip, Rehez
2
Ahmed, Mudabber
2
Aka, Bédia F.
2
Almeida, Caio
2
more ...
less ...
Published in...
All
Applied econometrics and international development
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
International journal of theoretical and applied finance
Applied economics
22
Applied economics letters
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Research in international business and finance
9
Economics letters
6
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
Applied financial economics
5
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
International review of financial analysis
4
Journal of economics and finance : JEF
4
Journal of forecasting
4
Review of development finance
4
The South African journal of economics
4
The journal of computational finance
4
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
Oxford bulletin of economics and statistics
3
Review of financial economics : RFE
3
The journal of fixed income : JFI
3
African journal of economic and sustainable development
2
Annales d'économie et de statistique
2
CBN journal of applied statistics
2
Computational economics
2
Defence and peace economics
2
Economia internazionale
2
Economics bulletin : EB
2
Emerging markets, finance and trade : EMFT
2
Journal of economic studies
2
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
Forward-rate volatilities and the swaption matrix : why neither time-homogeneity nor time-dependence are enough
Rebonato, Riccardo
- In:
International journal of theoretical and applied finance
9
(
2006
)
5
,
pp. 705-746
Persistent link: https://www.econbiz.de/10003378994
Saved in:
5
Measuring the memory parameter on several transformations of asset returns
Gil-Alaña, Luis A.
- In:
International journal of theoretical and applied finance
8
(
2005
)
6
,
pp. 675-692
Persistent link: https://www.econbiz.de/10003133833
Saved in:
6
A two-regime, stochastic-volatility extension of the libor market model
Rebonato, Riccardo
;
Kainth, Dherminder
- In:
International journal of theoretical and applied finance
7
(
2004
)
5
,
pp. 555-575
Persistent link: https://www.econbiz.de/10002171465
Saved in:
7
Generalized fractional time series modelling of the relationship between consumption and income in the UK
Gil-Alaña, Luis A.
- In:
Applied econometrics and international development
3
(
2003
)
1
,
pp. 103-112
Persistent link: https://www.econbiz.de/10003718426
Saved in:
8
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:
9
Long memory in financial time series data with non-Gaussian disturbances
Gil-Alaña, Luis A.
- In:
International journal of theoretical and applied finance
6
(
2003
)
2
,
pp. 119-134
Persistent link: https://www.econbiz.de/10001769123
Saved in:
10
Which process gives rise to the observed dependence of swaption implied volatility on the underlying?
Rebonato, Riccardo
- In:
International journal of theoretical and applied finance
6
(
2003
)
4
,
pp. 419-442
Persistent link: https://www.econbiz.de/10001779831
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->