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~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"HWWA discussion paper"
~language:"eng"
~language:"rus"
~person:"Bunke, Olaf"
~person:"Chen, Song Xi"
~person:"Egger, Peter"
~person:"Gil-Alaña, Luis A."
~person:"Giraitis, Liudas"
~person:"Schneider, Friedrich"
~person:"Stiglitz, Joseph E."
~person:"Wagner, Joachim"
~subject:"Zeitreihenanalyse"
~type_genre:"Bibliografie enthalten"
~type_genre:"Graue Literatur"
~type_genre:"Non-commercial literature"
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Zeitreihenanalyse
Time series analysis
58
Estimation
48
Schätzung
48
Theorie
36
Theory
36
Cointegration
25
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25
USA
23
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persistence
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Bunke, Olaf
Chen, Song Xi
Egger, Peter
Gil-Alaña, Luis A.
Giraitis, Liudas
Schneider, Friedrich
Stiglitz, Joseph E.
Wagner, Joachim
Caporale, Guglielmo Maria
47
Härdle, Wolfgang
9
Lütkepohl, Helmut
8
Breitung, Jörg
6
Saikkonen, Pentti
6
Carcel, Hector
4
Kreiß, Jens-Peter
4
Lanne, Markku
4
Neumann, Michael H.
4
Plastun, Alex
4
Teyssière, Gilles
4
Tschernig, Rolf
4
Balparda, Borja
3
Candelon, Bertrand
3
Hunter, John
3
Kleinow, Torsten
3
Barros, Carlos Pestana
2
Beirne, John
2
Benkwitz, Alexander
2
Cuñado Eizaguirre, Juncal
2
Franke, Jürgen
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Herwartz, Helmut
2
Kokoszka, Piotr
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Lovcha, Yuliya
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Mammen, Enno
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Nakano, Junji
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Paparoditis, Efstathios
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Discussion papers of interdisciplinary research project 373
Economics and finance working paper series
HWWA discussion paper
CESifo working papers
49
Discussion papers / Deutsches Institut für Wirtschaftsforschung
20
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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ECONIS (ZBW)
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1
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
-
2019
Persistent link: https://www.econbiz.de/10011996362
Saved in:
2
Fractional integration and the persistence of UK inflation, 1210-2016
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2018
Persistent link: https://www.econbiz.de/10011995775
Saved in:
3
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
-
2018
Persistent link: https://www.econbiz.de/10011995632
Saved in:
4
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:
5
Prospects for a monetary union in the East Africa community : some empirical evidence
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2018
Persistent link: https://www.econbiz.de/10011995640
Saved in:
6
UK overseas visitors : seasonality and persistence
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2018
Persistent link: https://www.econbiz.de/10011995763
Saved in:
7
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2017
Persistent link: https://www.econbiz.de/10011631069
Saved in:
8
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:
9
Long memory and data frequency in financial markets
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
Persistent link: https://www.econbiz.de/10011656648
Saved in:
10
Persistence in the cryptocurrency market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
Persistent link: https://www.econbiz.de/10011893899
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