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~isPartOf:"CBN journal of applied statistics"
~isPartOf:"Economic modelling"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society"
~language:"eng"
~language:"fra"
~language:"nld"
~language:"pol"
~person:"Cho, Dooyeon"
~person:"Gil-Alaña, Luis A."
~subject:"Asia"
~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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Cho, Dooyeon
Gil-Alaña, Luis A.
Gupta, Rangan
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9
Caporale, Guglielmo Maria
7
Tiwari, Aviral Kumar
7
Yaya, OlaOluwa S.
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Pal, Debdatta
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CBN journal of applied statistics
Economic modelling
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Empirical economics : a quarterly journal of the Institute for Advanced Studies
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
Applied economics
18
Applied economics letters
13
Research in international business and finance
8
International journal of finance & economics : IJFE
6
Tourism economics : the business and finance of tourism and recreation
6
Energy economics
5
Finance research letters
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
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
International review of financial analysis
4
Journal of economics and finance : JEF
4
Journal of forecasting
4
Review of development finance
4
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
African journal of economic and sustainable development
2
Applied econometrics and international development
2
Defence and peace economics
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Economia internazionale
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Emerging markets, finance and trade : EMFT
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Journal of Asian economics
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Journal of economic studies
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Journal of international money and finance
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Recherches économiques de Louvain
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Review of financial economics : RFE
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Review of quantitative finance and accounting
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The South African journal of economics
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The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
26
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1
Approximating long-memory processes with low-order autoregressions : implications for modeling realized volatility
Baillie, Richard
;
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2911-2937
Persistent link: https://www.econbiz.de/10014329017
Saved in:
2
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
3
Globalization, long memory, and real interest rate convergence : a historical perspective
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
5
,
pp. 2331-2355
Persistent link: https://www.econbiz.de/10013440481
Saved in:
4
On asymmetric volatility effects in currency markets
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
5
,
pp. 2149-2177
Persistent link: https://www.econbiz.de/10013197273
Saved in:
5
True or spurious long memory in the cryptocurrency markets : evidence from a multivariate test and other Whittle estimation methods
Assaf, Ata
;
Gil-Alaña, Luis A.
;
Mokni, Khaled
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
3
,
pp. 1543-1570
Persistent link: https://www.econbiz.de/10013440392
Saved in:
6
Modeling US historical time-series prices and inflation using alternative long-memory approaches
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1491-1511
Persistent link: https://www.econbiz.de/10012219614
Saved in:
7
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:
8
Inflation analysis in the Central American Monetary Council
Carcel, Hector
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
54
(
2018
)
2
,
pp. 547-565
Persistent link: https://www.econbiz.de/10011949281
Saved in:
9
On the persistence of the forward premium in the joint presence of nonlinearity, asymmetry, and structural changes
Cho, Dooyeon
- In:
Economic modelling
70
(
2018
),
pp. 310-319
Persistent link: https://www.econbiz.de/10012027933
Saved in:
10
The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
3
,
pp. 913-935
Persistent link: https://www.econbiz.de/10011949976
Saved in:
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