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~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics"
~isPartOf:"Discussion paper"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"Journal of financial economics"
~isPartOf:"Research paper / University of Melbourne, Department of Economics"
~isPartOf:"Working papers / Universitat Pompeu Fabra, Department of Economics and Business"
~isPartOf:"Working papers in economics"
~person:"Gil-Alaña, Luis A."
~person:"Lugosi, Gábor"
~subject:"Estimation theory"
~subject:"United States"
~subject:"Volatility"
~type:"book"
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Estimation theory
United States
Volatility
Time series analysis
43
Zeitreihenanalyse
43
Estimation
33
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33
Theorie
31
Theory
31
USA
24
fractional integration
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persistence
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long memory
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Gil-Alaña, Luis A.
Lugosi, Gábor
Phillips, Peter C. B.
78
Caporale, Guglielmo Maria
60
Fair, Ray C.
20
Chen, Xiaohong
19
Andrews, Donald W. K.
17
Audrino, Francesco
16
Lechner, Michael
16
Spagnolo, Nicola
16
Martin, Vance
15
Canova, Fabio
13
Shiller, Robert J.
12
Henry, Ólan Thomas John
11
Bloom, Nicholas
10
Lee, Lung-Fei
10
Lim, Guay C.
10
Redding, Stephen
10
Rossi, Barbara
10
Giles, David E. A.
9
Guggenberger, Patrik
9
Olekalns, Nilss
9
Schmid, Timo
9
Armstrong, Timothy B.
8
Autor, David H.
8
Hirschberg, Joseph G.
8
Huber, Florian
8
Otsu, Taisuke
8
Van Reenen, John
8
Alòs, Elisa
7
Ciccone, Antonio
7
Galí, Jordi
7
Geanakoplos, John
7
Hunter, John
7
Pathak, Parag A.
7
Schott, Peter K.
7
Spagnolo, Fabio
7
Yu, Jun
7
Bernard, Andrew B.
6
Creedy, John
6
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Cowles Foundation discussion paper
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
Discussion paper
Economics and finance working paper series
Journal of financial economics
Research paper / University of Melbourne, Department of Economics
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
Working papers in economics
Department of Economics working papers
2
Discussion paper series / IZA
2
CESifo working papers
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
EUI working paper / ECO
1
HWWA discussion paper
1
IHS economics series : working paper
1
Reihe Ökonomie
1
Sheffield economic research paper series
1
Working papers / University of Connecticut, Department of Economics
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1
Persistence and cycles in the US federal funds rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2012
Persistent link: https://www.econbiz.de/10009672480
Saved in:
2
Stock market linkages between the ASEAN countries, China and the US : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
-
2019
Persistent link: https://www.econbiz.de/10011996351
Saved in:
3
Persistence in the Russian stock market volatility indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
Persistent link: https://www.econbiz.de/10011995731
Saved in:
4
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
Persistent link: https://www.econbiz.de/10011893067
Saved in:
5
Brexit and uncertainty in financial markets
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
-
2018
Persistent link: https://www.econbiz.de/10011995622
Saved in:
6
Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
-
2016
Persistent link: https://www.econbiz.de/10011536781
Saved in:
7
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520824
Saved in:
8
The relationship between health care expenditure and disposable personal income in the US States : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
-
2015
Persistent link: https://www.econbiz.de/10011284934
Saved in:
9
Long memory in the Ukrainian stock market and financial crises
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2013
Persistent link: https://www.econbiz.de/10010241526
Saved in:
10
Long memory and fractional integration in high frequency data on the US dollar British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731952
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