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~isPartOf:"Applied financial economics"
~isPartOf:"EUI working paper / ECO"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Chevallier, Julien"
~person:"Gil-Alaña, Luis A."
~person:"Lee, Chien-chiang"
~person:"Nitsan, Shemuʾel"
~subject:"EU countries"
~subject:"Estimation"
~subject:"Finanzsektor"
~subject:"Schätzung"
~subject:"Stochastischer Prozess"
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Chevallier, Julien
Gil-Alaña, Luis A.
Lee, Chien-chiang
Nitsan, Shemuʾel
Artis, Michael J.
11
Afonso, António
9
Caporale, Guglielmo Maria
7
Gupta, Rangan
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Chang, Tsangyao
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Applied financial economics
EUI working paper / ECO
International journal of finance & economics : IJFE
CESifo working papers
50
Economics and finance working paper series
39
Discussion papers / Deutsches Institut für Wirtschaftsforschung
24
Energy economics
20
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Economic modelling
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Discussion papers of interdisciplinary research project 373
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International review of economics & finance : IREF
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Finance research letters
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International review of financial analysis
6
The North American journal of economics and finance : a journal of financial economics studies
6
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
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
4
Empirica : journal of european economics
4
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
4
Review of development finance
4
The South African journal of economics
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Computational economics
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Japan and the world economy : international journal of theory and policy
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Journal of economics and finance : JEF
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Journal of international money and finance
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The European journal of finance
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The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
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The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
3
Department of Economics working papers
2
Discussion paper series / IZA
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Economics letters
2
Iranian economic review : journal of University of Tehran
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Journal of applied economics
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ECONIS (ZBW)
13
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1
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10
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13
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1
Enriching the value-at-risk framework to ensemble empirical mode decomposition with an application to the European carbon market
Zhu, Bangzhu
;
Wang, Ping
;
Chevallier, Julien
;
Wei, Yi-Ming
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2975-2988
Persistent link: https://www.econbiz.de/10014327636
Saved in:
2
The impact of FDI on income inequality : evidence from the perspective of financial development
Lee, Chien-chiang
;
Lee, Chi-Chuan
;
Cheng, Chih-Yang
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 137-157
Persistent link: https://www.econbiz.de/10012814347
Saved in:
3
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
4
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
5
Fractional integration and asymmetric volatility in European, American and Asian bull and bear markets : application to high-frequency stock data
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Shittu, …
- In:
International journal of finance & economics : IJFE
20
(
2015
)
3
,
pp. 276-290
Persistent link: https://www.econbiz.de/10011348408
Saved in:
6
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:
7
The weekly structure of US stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1757-1764
Persistent link: https://www.econbiz.de/10009384839
Saved in:
8
Testing persistence in the context of conditional heteroscedasticity errors
Gil-Alaña, Luis A.
- In:
Applied financial economics
20
(
2010
)
22/24
,
pp. 1709-1723
Persistent link: https://www.econbiz.de/10009012375
Saved in:
9
Fractional integration in the purchasing power parity
Gil-Alaña, Luis A.
-
1998
Persistent link: https://www.econbiz.de/10000994027
Saved in:
10
Multivariate tests of fractionally integrated hypotheses
Gil-Alaña, Luis A.
-
1998
Persistent link: https://www.econbiz.de/10000994030
Saved in:
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