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~isPartOf:"Applied financial economics"
~isPartOf:"EUI working paper / ECO"
~person:"Chevallier, Julien"
~person:"Gil-Alaña, Luis A."
~person:"Lee, Chien-chiang"
~person:"Nitsan, Shemuʾel"
~subject:"Cointegration"
~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.
9
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6
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Applied financial economics
EUI working paper / ECO
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ECONIS (ZBW)
7
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1
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:
2
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:
3
Fractional integration in the purchasing power parity
Gil-Alaña, Luis A.
-
1998
Persistent link: https://www.econbiz.de/10000994027
Saved in:
4
Multivariate tests of fractionally integrated hypotheses
Gil-Alaña, Luis A.
-
1998
Persistent link: https://www.econbiz.de/10000994030
Saved in:
5
Multivariate tests of fractionally integrated hypotheses
Gil-Alaña, Luis A.
-
1998
Persistent link: https://www.econbiz.de/10013420178
Saved in:
6
Nelson and Plosser revisited: evidence from fractional ARIMA models
Gil-Alaña, Luis A.
-
1998
Persistent link: https://www.econbiz.de/10000994031
Saved in:
7
Testing of seasonal fractional integration in UK and Japanese consumption and income
Gil-Alaña, Luis A.
;
Robinson, Peter M.
-
1998
Persistent link: https://www.econbiz.de/10000994028
Saved in:
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