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~isPartOf:"Atlantic economic journal : AEJ"
~isPartOf:"Energy economics"
~isPartOf:"International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society"
~isPartOf:"Journal of economic studies"
~language:"eng"
~language:"fra"
~language:"nld"
~language:"pol"
~person:"Dittrich, Ludwig O."
~person:"Dēmelē, Sophias P."
~person:"Gil-Alaña, Luis A."
~person:"Mensi, Walid"
~person:"Ramírez, Miguel D."
~subject:"1947-1993"
~subject:"ARMA-Modell"
~subject:"Developing countries"
~subject:"Fractional integration"
~subject:"Großbritannien"
~subject:"Time series analysis"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Textbook"
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1947-1993
ARMA-Modell
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Zeitreihenanalyse
15
Oil price
10
Ölpreis
10
Cointegration
9
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9
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9
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7
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Dittrich, Ludwig O.
Dēmelē, Sophias P.
Gil-Alaña, Luis A.
Mensi, Walid
Ramírez, Miguel D.
Ma, Feng
19
Gupta, Rangan
18
Hammoudeh, Shawkat
18
Tiwari, Aviral Kumar
18
Wang, Yudong
16
Bouri, Elie
13
Ji, Qiang
11
Apergēs, Nikolaos
10
Yoon, Seong-min
10
Demirer, Rıza
9
Kang, Sang Hoon
9
Shahzad, Syed Jawad Hussain
9
Smyth, Russell
9
Uddin, Mohammed Gazi Salah
9
Wei, Yu
9
Lee, Chien-chiang
8
Lin, Boqiang
8
Sadorsky, Perry A.
8
Wen, Fenghua
8
Benth, Fred Espen
7
Dai, Zhifeng
7
Serletis, Apostolos
7
Weron, Rafał
7
Wohar, Mark E.
7
Chevallier, Julien
6
Do, Hung Xuan
6
Liu, Li
6
Roubaud, David
6
Wang, Shouyang
6
Wu, Chongfeng
6
Yin, Libo
6
Zhang, Yaojie
6
Arize, Augustine Chuck
5
Bunn, Derek W.
5
Dao, Minh Quang
5
Dutta, Anupam
5
Ewing, Bradley T.
5
Filis, George
5
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Atlantic economic journal : AEJ
Energy economics
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
Journal of economic studies
Applied economics
19
Applied economics letters
13
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
11
The North American journal of economics and finance : a journal of financial economics studies
11
International review of economics & finance : IREF
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Finance research letters
9
Research in international business and finance
9
Economics letters
7
International journal of finance & economics : IJFE
6
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
Business and Economic Research : BER
5
Economic modelling
5
International review of financial analysis
5
Journal of economics and finance
5
Applied financial economics
4
Empirica : journal of european economics
4
Journal of economics and finance : JEF
4
Journal of forecasting
4
Review of development finance
4
Applied econometrics and international development
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
European review of economics and finance
3
Financial innovation : FIN
3
International journal of theoretical and applied finance
3
Oxford bulletin of economics and statistics
3
African journal of economic and sustainable development
2
Borsa Istanbul Review
2
Bulletin of applied economics
2
CBN journal of applied statistics
2
Defence and peace economics
2
Economia internazionale
2
Journal of international financial markets, institutions & money
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Journal of international money and finance
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ECONIS (ZBW)
26
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1
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10
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26
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date (oldest first)
1
Credit-to-GDP ratios – non-linear trends and persistence : evidence from 44 OECD economies
Cuestas, Juan Carlos
;
Gil-Alaña, Luis A.
;
Malmierca, María
- In:
Journal of economic studies
50
(
2023
)
3
,
pp. 448-463
Persistent link: https://www.econbiz.de/10014252396
Saved in:
2
GDP and population growth : evidence of fractional cointegration with historical data from 1820 onwards
Gil-Alaña, Luis A.
;
Villanueva, Cecilia Font de
; …
- In:
Journal of economic studies
49
(
2022
)
2
,
pp. 379-393
Persistent link: https://www.econbiz.de/10013173406
Saved in:
3
Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets
Mensi, Walid
;
Al Rababa'a, Abdel Razzaq
;
Xuan Vinh Vo
; …
- In:
Energy economics
98
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012873674
Saved in:
4
Is violation of the random walk assumption an exception or a rule in capital markets?
Dittrich, Ludwig O.
;
Srbek, Pavel
- In:
Atlantic economic journal : AEJ
48
(
2020
)
4
,
pp. 491-501
Persistent link: https://www.econbiz.de/10012485200
Saved in:
5
Modelling long-range dependence and non-linearity in the infant mortality rates of African countries
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
- In:
International advances in economic research : IAER ; an …
26
(
2020
)
3
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012415228
Saved in:
6
Long-range dependence in daily return stock market series
Dittrich, Ludwig O.
;
Srbek, Pavel
- In:
International advances in economic research : IAER ; an …
24
(
2018
)
3
,
pp. 285-286
Persistent link: https://www.econbiz.de/10012036586
Saved in:
7
The dependence structure across oil, wheat, and corn : a wavelet-based copula approach using implied volatility indexes
Mensi, Walid
;
Tiwari, Aviral Kumar
;
Bouri, Elie
; …
- In:
Energy economics
66
(
2017
),
pp. 122-139
Persistent link: https://www.econbiz.de/10011896437
Saved in:
8
Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications
Mensi, Walid
;
Hammoudeh, Shawkat
;
Al-Jarrah, Idries …
- In:
Energy economics
67
(
2017
),
pp. 454-475
Persistent link: https://www.econbiz.de/10011897952
Saved in:
9
Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas
Mensi, Walid
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad …
- In:
Energy economics
67
(
2017
),
pp. 476-495
Persistent link: https://www.econbiz.de/10011897955
Saved in:
10
Energy production in Brazil : empirical facts based on persistence, seasonality and breaks
Barros, Carlos Pestana
;
Gil-Alaña, Luis A.
;
Wanke, Peter
- In:
Energy economics
54
(
2016
),
pp. 88-95
Persistent link: https://www.econbiz.de/10011662770
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