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~isPartOf:"Applied financial economics letters"
~isPartOf:"International journal of finance & economics : IJFE"
~language:"eng"
~language:"tur"
~language:"und"
~person:"Gil-Alaña, Luis A."
~person:"Zhang, Wei"
~subject:"Cointegration"
~subject:"Kapitaleinkommen"
~subject:"Long memory"
~type_genre:"Article in journal"
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Cointegration
Kapitaleinkommen
Long memory
Estimation
5
Schätzung
5
Time series analysis
5
Zeitreihenanalyse
5
fractional integration
5
Capital income
4
Börsenkurs
3
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3
Volatility
3
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Großbritannien
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Gil-Alaña, Luis A.
Zhang, Wei
Caporale, Guglielmo Maria
5
Gupta, Rangan
4
Kanas, Angelos
4
Maghyereh, Aktham I.
3
McMillan, David G.
3
Power, David M.
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Salisu, Afees A.
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Tiwari, Aviral Kumar
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Wohar, Mark E.
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Fifield, S. G. M.
2
Gubareva, Mariya
2
Kouretas, Georgios P.
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Liang, Chao
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Lindén, Mikael
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Lucey, Brian M.
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Nguyen Phuc Canh
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Nitzsche, Dirk
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Ogbonna, Ahamuefula E.
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Abosedra, Salah S.
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Abu Hassan Shaari Mohd Nor
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Applied financial economics letters
International journal of finance & economics : IJFE
Finance research letters
8
Research in international business and finance
8
Applied economics letters
7
Economic modelling
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
International review of financial analysis
5
Review of development finance
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of economics and finance : JEF
4
Applied economics
3
Computational economics
3
Empirica : journal of european economics
3
Energy economics
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International review of economics & finance : IREF
3
Pacific-Basin finance journal
3
African development review
2
Applied financial economics
2
Asia Pacific financial markets
2
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
2
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
2
International journal of economics and finance
2
International journal of theoretical and applied finance
2
Journal of banking & finance
2
Journal of economics and finance
2
Journal of international money and finance
2
Oxford bulletin of economics and statistics
2
Review of financial economics : RFE
2
Review of quantitative finance and accounting
2
The South African journal of economics
2
The journal of international trade & economic development
2
Asian Journal of Empirical Research
1
CBN journal of applied statistics
1
China economic journal : the official journal of the China Center for Economic Research (CCER) at National School of Development (NSD), Peking University
1
Comparative economic studies
1
Economia internazionale
1
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ECONIS (ZBW)
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1
Liquidity risk and expected cryptocurrency returns
Zhang, Wei
;
Li, Yi
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 472-492
Persistent link: https://www.econbiz.de/10014253217
Saved in:
2
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:
3
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:
4
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:
5
Estimating persistence in the volatility of asset returns with signal plus noise models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International journal of finance & economics : IJFE
17
(
2012
)
1
,
pp. 23-30
Persistent link: https://www.econbiz.de/10009507857
Saved in:
6
Modelling stochastic volatility in asset returns using fractionally integrated semiparametric techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics letters
2
(
2006
)
1
,
pp. 9-12
Persistent link: https://www.econbiz.de/10003301505
Saved in:
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