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~isPartOf:"Atlantic economic journal : AEJ"
~isPartOf:"International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of forecasting"
~isPartOf:"Research in international business and finance"
~language:"eng"
~language:"fra"
~language:"nld"
~language:"pol"
~person:"Cebula, Richard J."
~person:"Gil-Alaña, Luis A."
~person:"Lau, Chi Keung"
~person:"Ramírez, Miguel D."
~subject:"1999-2003"
~subject:"Asia"
~subject:"Deutschland"
~subject:"Developing countries"
~subject:"Fractional integration"
~subject:"Großbritannien"
~subject:"Time series analysis"
~subject:"Volatility"
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1999-2003
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Cebula, Richard J.
Gil-Alaña, Luis A.
Lau, Chi Keung
Ramírez, Miguel D.
Gupta, Rangan
16
Bouri, Elie
15
Ma, Feng
14
Caporale, Guglielmo Maria
13
Ji, Qiang
10
Brooks, Chris
9
Chevallier, Julien
9
Corbet, Shaen
9
Franses, Philip Hans
8
Guesmi, Khaled
8
McMillan, David G.
8
Degiannakis, Stavros
7
Li, Youwei
7
Tiwari, Aviral Kumar
7
Wang, Yudong
7
Zhang, Yaojie
7
Apergēs, Nikolaos
6
Floros, Christos
6
Gozgor, Giray
6
Hammoudeh, Shawkat
6
Li, Yan
6
Smales, Lee A.
6
Uddin, Mohammed Gazi Salah
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Umar, Zaghum
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Urquhart, Andrew
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Xuan Vinh Vo
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Yarovaya, Larisa
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Yin, Libo
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Aboura, Sofiane
5
Antonakakis, Nikolaos
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Arize, Augustine Chuck
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Batten, Jonathan A.
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Chan, Wai-Sum
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Chen, Cathy W. S.
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Gannon, Gerard L.
5
García-Ferrer, Antonio
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Liang, Chao
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Atlantic economic journal : AEJ
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
International review of financial analysis
Journal of forecasting
Research in international business and finance
CESifo working papers
54
Economics and finance working paper series
50
Discussion papers / Deutsches Institut für Wirtschaftsforschung
23
Applied economics
21
Discussion papers of interdisciplinary research project 373
14
Applied economics letters
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Energy economics
9
Finance research letters
9
International journal of finance & economics : IJFE
7
EUI working paper / ECO
6
Tourism economics : the business and finance of tourism and recreation
6
Business and Economic Research : BER
5
Discussion paper / Centre for Economic Forecasting
5
Economic modelling
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
International review of economics & finance : IREF
5
Journal of economics and finance
5
SFB 373 Discussion Paper
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Applied financial economics
4
Economics letters
4
Empirica : journal of european economics
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Journal of economics and finance : JEF
4
Review of development finance
4
Applied econometrics and international development
3
Economia internazionale
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
European review of economics and finance
3
International journal of theoretical and applied finance
3
Oxford bulletin of economics and statistics
3
Research memorandum / METEOR
3
African journal of economic and sustainable development
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ECONIS (ZBW)
43
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
Economic policy uncertainty : persistence and cross-country linkages
Abakah, Emmanuel Joel Aikins
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013286262
Saved in:
3
Gender diversity index. measuring persistence
Rio, Marta del
;
Infante, Juan
;
Gil-Alaña, Luis A.
- In:
Research in international business and finance
58
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013286443
Saved in:
4
On the intraday return curves of Bitcoin : predictability and trading opportunities
Bouri, Elie
;
Lau, Chi Keung
;
Saeed, Tareq
;
Wang, Shixuan
; …
- In:
International review of financial analysis
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804738
Saved in:
5
Re-examination of international bond market dependence : evidence from a pair copula approach
Abakah, Emmanuel Joel Aikins
;
Addo, Emmanuel
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-35
Persistent link: https://www.econbiz.de/10012803932
Saved in:
6
Cryptocurrencies and stock market indices. Are they related?
Gil-Alaña, Luis A.
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Research in international business and finance
51
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012205484
Saved in:
7
Forecasting value-at-risk of cryptocurrencies with riskmetrics type models
Liu, Wei
;
Semeyutin, Artur
;
Lau, Chi Keung
;
Gozgor, Giray
- In:
Research in international business and finance
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012581358
Saved in:
8
High and low prices and the range in the European stock markets : a long-memory approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Research in international business and finance
52
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012543286
Saved in:
9
Measuring quantile dependence and testing directional predictability between Bitcoin, altcoins and traditional financial assets
Corbet, Shaen
;
Katsiampa, Paraskevi
;
Lau, Chi Keung
- In:
International review of financial analysis
71
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012437167
Saved in:
10
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
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