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~isPartOf:"Applied economics letters"
~isPartOf:"Economics letters"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of the American Statistical Association : JASA"
~isPartOf:"The world economy : the leading journal on international economic relations"
~language:"eng"
~person:"Afonso, António"
~person:"Baltagi, Badi H."
~person:"Gil-Alaña, Luis A."
~person:"Grobys, Klaus"
~person:"Hassler, Uwe"
~person:"Ibrahim, Joseph George"
~person:"Peel, David"
~source:"econis"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Risiko"
~subject:"Schätztheorie"
~subject:"Time series analysis"
~subject:"Volatility"
~type_genre:"Article in journal"
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Estimation theory
Estimation
Risiko
Schätztheorie
Time series analysis
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47
Theory
47
Zeitreihenanalyse
32
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30
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Afonso, António
Baltagi, Badi H.
Gil-Alaña, Luis A.
Grobys, Klaus
Hassler, Uwe
Ibrahim, Joseph George
Peel, David
Gupta, Rangan
44
Chang, Tsangyao
39
Tiwari, Aviral Kumar
20
Bouri, Elie
17
Su, Chi-Wei
17
Pierdzioch, Christian
16
Caporale, Guglielmo Maria
15
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15
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14
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14
Österholm, Pär
14
Cook, Steven
13
Roubaud, David
13
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12
Ullah, Aman
12
Bhaskara Rao, Buddhavarapu
11
Giles, David E. A.
11
Ji, Qiang
11
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11
Stengos, Thanasēs
11
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10
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10
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10
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10
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10
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10
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10
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10
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9
Gozgor, Giray
9
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9
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Applied economics letters
Economics letters
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Journal of the American Statistical Association : JASA
The world economy : the leading journal on international economic relations
Applied economics
33
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
25
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13
Econometric reviews
11
International journal of finance & economics : IJFE
11
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9
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9
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International review of economics & finance : IREF
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Oxford bulletin of economics and statistics
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Econometric theory
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International review of financial analysis
6
Journal of forecasting
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Tourism economics : the business and finance of tourism and recreation
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Annales d'économie et de statistique
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Empirica : journal of european economics
5
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
Journal of applied econometrics
5
Journal of economics and finance
5
Regional science & urban economics
5
Statistical papers
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
4
Jahrbücher für Nationalökonomie und Statistik
4
Journal of economics and finance : JEF
4
Review of development finance
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The South African journal of economics
4
The econometrics journal
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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European review of economics and finance
3
International journal of theoretical and applied finance
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1
Introduction to INFER special issue on "new aspects of economic and financial integration"
Afonso, António
;
Badarau, Cristina
;
Turcu, Camélia
- In:
The world economy : the leading journal on …
47
(
2024
)
1
,
pp. 2-8
Persistent link: https://www.econbiz.de/10014478114
Saved in:
2
The two-way Hausman and Taylor estimator
Baltagi, Badi H.
- In:
Economics letters
228
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014451174
Saved in:
3
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
4
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:
5
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
Saved in:
6
Estimating the mean under strong persistence
Hassler, Uwe
;
Hosseinkouchack, Mehdi
- In:
Economics letters
188
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012227832
Saved in:
7
Measuring the degree of persistence in the U.S. economic policy uncertainty index
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Applied economics letters
27
(
2020
)
10
,
pp. 831-835
Persistent link: https://www.econbiz.de/10012266923
Saved in:
8
Volatility persistence in the Russian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430826
Saved in:
9
The cyclical structure of the UK inflation rate : 1210-2016
Gil-Alaña, Luis A.
;
Trani, Tommaso
- In:
Economics letters
181
(
2019
),
pp. 182-185
Persistent link: https://www.econbiz.de/10012121890
Saved in:
10
The EMBI in Latin America : fractional integration, non-linearities and breaks
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Finance research letters
24
(
2018
),
pp. 34-41
Persistent link: https://www.econbiz.de/10011982450
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