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~isPartOf:"Applied financial economics"
~language:"eng"
~person:"Gil-Alaña, Luis A."
~person:"Stiglitz, Joseph E."
~subject:"Estimation"
~subject:"Long memory"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
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Estimation
Long memory
Zeitreihenanalyse
Time series analysis
4
Aktienindex
2
Börsenkurs
2
Share price
2
Stock index
2
USA
2
United States
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1871-2004
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Gil-Alaña, Luis A.
Stiglitz, Joseph E.
Brooks, Robert
6
Faff, Robert W.
5
Hamori, Shigeyuki
5
Madura, Jeff
5
Becchetti, Leonardo
4
Masih, Rumi
4
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Akhigbe, Aigbe O.
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Adrangi, Bahram
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Ap Gwilym, Owain
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2
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2
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2
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Applied financial economics
Applied economics
21
Applied economics letters
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Research in international business and finance
8
Finance research letters
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Tourism economics : the business and finance of tourism and recreation
6
Empirica : journal of european economics
5
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
International journal of finance & economics : IJFE
5
International review of economics & finance : IREF
5
International review of financial analysis
5
Review of development finance
5
Economic modelling
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Energy economics
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
4
Journal of economics and finance
4
Journal of economics and finance : JEF
4
Journal of forecasting
4
The South African journal of economics
4
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
Oxford bulletin of economics and statistics
3
Review of financial economics : RFE
3
Review of international economics
3
African journal of economic and sustainable development
2
Applied econometrics and international development
2
CBN journal of applied statistics
2
Defence and peace economics
2
Economics letters
2
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
European review of economics and finance
2
International journal of theoretical and applied finance
2
Journal of economic studies
2
Journal of international money and finance
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Recherches économiques de Louvain
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The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
2
The journal of international trade & economic development
2
Advances in quantitative analysis of finance and accounting : a research annual
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ECONIS (ZBW)
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1
Real convergence in Latin America : a fractionally integrated approach
Ayala, Astrid
;
Cuñado Eizaguirre, Juncal
;
Gil-Alaña, …
- In:
Applied financial economics
22
(
2012
)
19/21
,
pp. 1713-1717
Persistent link: https://www.econbiz.de/10009715934
Saved in:
2
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:
3
Testing for stock market bubbles using nonlinear models and fractional integration
Cuñado Eizaguirre, Juncal
;
Gil-Alaña, Luis A.
;
Perez …
- In:
Applied financial economics
17
(
2007
)
16/18
,
pp. 1313-1321
Persistent link: https://www.econbiz.de/10003605836
Saved in:
4
Long rage dependence in daily stock returns
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics
14
(
2004
)
6
,
pp. 375-383
Persistent link: https://www.econbiz.de/10001970911
Saved in:
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