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~isPartOf:"Applied financial economics"
~isPartOf:"Economics and finance working paper series"
~person:"Chevallier, Julien"
~person:"Gil-Alaña, Luis A."
~person:"Lee, Chien-chiang"
~person:"Nitsan, Shemuʾel"
~subject:"EU countries"
~subject:"Estimation"
~subject:"Finanzsektor"
~subject:"Heteroskedastizität"
~subject:"Schätzung"
~subject:"Stochastischer Prozess"
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Estimation
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Chevallier, Julien
Gil-Alaña, Luis A.
Lee, Chien-chiang
Nitsan, Shemuʾel
Caporale, Guglielmo Maria
75
Fidrmuc, Jan
11
Spagnolo, Nicola
9
Davis, E. Philip
8
Girardi, Alessandro
7
Madura, Jeff
6
Sova, Robert
6
Brooks, Robert
5
Carcel, Hector
5
Faff, Robert W.
5
Rault, Christophe
5
Sova, Anamaria
5
Ali, Faek Menla
4
Barrell, Ray
4
Becchetti, Leonardo
4
Hamori, Shigeyuki
4
Hunter, John
4
Masih, Rumi
4
Akhigbe, Aigbe O.
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Balparda, Borja
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Barkoulas, John T.
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Fountas, Stilianos
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Masih, Abdul Mansur M.
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Mills, Terence C.
3
Nowman, Kalid Ben
3
Phylaktis, Kate
3
Ramchander, Sanjay
3
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3
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Applied financial economics
Economics and finance working paper series
CESifo working papers
50
Discussion papers / Deutsches Institut für Wirtschaftsforschung
24
Energy economics
20
Applied economics
19
Applied economics letters
15
Research in international business and finance
14
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
11
International review of economics & finance : IREF
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Finance research letters
7
International journal of finance & economics : IJFE
6
International review of financial analysis
6
The North American journal of economics and finance : a journal of financial economics studies
6
EUI working paper / ECO
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
4
Empirica : journal of european economics
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
4
Review of development finance
4
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
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The South African journal of economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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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
3
The European journal of finance
3
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
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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ECONIS (ZBW)
41
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1
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
-
2019
Persistent link: https://www.econbiz.de/10011996362
Saved in:
2
Stock market linkages between the ASEAN countries, China and the US : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
-
2019
Persistent link: https://www.econbiz.de/10011996351
Saved in:
3
Brexit and uncertainty in financial markets
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
-
2018
Persistent link: https://www.econbiz.de/10011995622
Saved in:
4
Fractional integration and the persistence of UK inflation, 1210-2016
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2018
Persistent link: https://www.econbiz.de/10011995775
Saved in:
5
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
-
2018
Persistent link: https://www.econbiz.de/10011995632
Saved in:
6
Prospects for a monetary union in the East Africa community : some empirical evidence
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2018
Persistent link: https://www.econbiz.de/10011995640
Saved in:
7
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2017
Persistent link: https://www.econbiz.de/10011631069
Saved in:
8
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
Persistent link: https://www.econbiz.de/10011893067
Saved in:
9
Testing the Fisher hypothesis in the G7 countries using i(d) techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2017
Persistent link: https://www.econbiz.de/10011656667
Saved in:
10
Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2017
Persistent link: https://www.econbiz.de/10011893395
Saved in:
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