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~isPartOf:"Applied economics letters"
~isPartOf:"Applied economics"
~isPartOf:"Financial innovation : FIN"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of economics and finance : JEF"
~isPartOf:"Journal of forecasting"
~isPartOf:"Journal of international money and finance"
~language:"eng"
~language:"fra"
~language:"nld"
~language:"pol"
~person:"Gil-Alaña, Luis A."
~person:"Gong, Xu"
~person:"Herwartz, Helmut"
~person:"Ma, Feng"
~subject:"Developing countries"
~subject:"Großbritannien"
~subject:"Inflationsrate"
~subject:"Long memory"
~subject:"Time series analysis"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Textbook"
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Developing countries
Großbritannien
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Zeitreihenanalyse
51
Estimation
46
Schätzung
46
Volatilität
31
Forecasting model
27
Prognoseverfahren
27
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24
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Gil-Alaña, Luis A.
Gong, Xu
Herwartz, Helmut
Ma, Feng
Gupta, Rangan
40
Caporale, Guglielmo Maria
25
Moosa, Imad A.
20
Bahmani-Oskooee, Mohsen
19
Cook, Steven
13
Mills, Terence C.
13
Tiwari, Aviral Kumar
13
Zhang, Yaojie
13
Chang, Tsangyao
12
Speight, Alan E. H.
12
Franses, Philip Hans
11
McMillan, David G.
11
Choudhry, Taufiq
10
Pierdzioch, Christian
10
Salisu, Afees A.
10
Taylor, Mark P.
10
Wohar, Mark E.
10
Hall, Stephen G.
9
Kanas, Angelos
9
Peel, David
9
Sosvilla-Rivero, Simón
9
Turner, Paul
9
Wang, Yudong
9
Österholm, Pär
9
Aizenman, Joshua
8
Brooks, Chris
8
Cheung, Yin-Wong
8
Jawadi, Fredj
8
Liang, Chao
8
Narayan, Paresh Kumar
8
Wei, Yu
8
Balcilar, Mehmet
7
Bhaskara Rao, Buddhavarapu
7
Bishop, Paul
7
Bouri, Elie
7
Goutte, Stéphane
7
Leybourne, Stephen James
7
Nguyen, Duc Khuong
7
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Applied economics letters
Applied economics
Financial innovation : FIN
International journal of finance & economics : IJFE
Journal of economics and finance : JEF
Journal of forecasting
Journal of international money and finance
Energy economics
30
International review of financial analysis
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Economic modelling
11
International review of economics & finance : IREF
11
Finance research letters
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Journal of economics and finance
6
Tourism economics : the business and finance of tourism and recreation
6
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
Oxford bulletin of economics and statistics
5
Research in international business and finance
5
Applied financial economics
4
Economics letters
4
Empirica : journal of european economics
4
International journal of forecasting
4
International journal of theoretical and applied finance
4
Journal of econometrics
4
The North American journal of economics and finance : a journal of financial economics studies
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
European review of economics and finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of futures markets
3
African journal of economic and sustainable development
2
Applied econometrics and international development
2
CBN journal of applied statistics
2
China finance review international
2
Economia internazionale
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Economic inquiry
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Journal of applied economics
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Journal of economic studies
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Journal of empirical finance
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ECONIS (ZBW)
75
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51
Long-run and cyclical dynamics in the US stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Journal of forecasting
33
(
2014
)
2
,
pp. 147-161
Persistent link: https://www.econbiz.de/10010424845
Saved in:
52
On the persistence and volatility in European, American and Asian stocks bull and bear markets
Gil-Alaña, Luis A.
;
Shittu, Olanrewaju I.
;
Yaya, …
- In:
Journal of international money and finance
40
(
2014
),
pp. 149-162
Persistent link: https://www.econbiz.de/10010239995
Saved in:
53
Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries
André, Christophe
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
- In:
Applied economics
46
(
2014
)
16/18
,
pp. 2127-2138
Persistent link: https://www.econbiz.de/10010413319
Saved in:
54
On the predictive content of autoregression residuals : a semiparametric, Copula-based approach to time series prediction
Herwartz, Helmut
- In:
Journal of forecasting
32
(
2013
)
4
,
pp. 353-368
Persistent link: https://www.econbiz.de/10009775499
Saved in:
55
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:
56
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:
57
Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
17
(
2010
)
10/12
,
pp. 1079-1081
Persistent link: https://www.econbiz.de/10008699280
Saved in:
58
A note on model selection in (time series) regression models : general-to-specific or specific-to-general?
Herwartz, Helmut
- In:
Applied economics letters
17
(
2010
)
10/12
,
pp. 1157-1160
Persistent link: https://www.econbiz.de/10008699222
Saved in:
59
Adaptive forecasting of the EURIBOR swap term structure
Blaskowitz, Oliver
;
Herwartz, Helmut
- In:
Journal of forecasting
28
(
2009
)
7
,
pp. 575-594
Persistent link: https://www.econbiz.de/10003902215
Saved in:
60
Portfolio performance and the Euro : prospects for new potential EMU members
Haselmann, Rainer
;
Herwartz, Helmut
- In:
Journal of international money and finance
27
(
2008
)
2
,
pp. 314-330
Persistent link: https://www.econbiz.de/10003687539
Saved in:
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