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~isPartOf:"Economia internazionale"
~isPartOf:"International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society"
~isPartOf:"Journal of economics and finance : JEF"
~isPartOf:"Review of financial economics : RFE"
~language:"eng"
~language:"fra"
~language:"nld"
~language:"pol"
~person:"Abor, Joshua Yindenaba"
~person:"Ahmad, Yusuf"
~person:"Gil-Alaña, Luis A."
~source:"econis"
~subject:"1975-1998"
~subject:"ARMA-Modell"
~subject:"Afrika"
~subject:"Asia"
~subject:"Estimation"
~subject:"Fractional integration"
~subject:"Großbritannien"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Textbook"
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1975-1998
ARMA-Modell
Afrika
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Estimation
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Time series analysis
USA
Volatility
Zeitreihenanalyse
11
Schätzung
6
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Abor, Joshua Yindenaba
Ahmad, Yusuf
Gil-Alaña, Luis A.
Cebula, Richard J.
29
Hatemi-J, Abdulnasser
10
Tronzano, Marco
8
Apergēs, Nikolaos
7
Moosa, Imad A.
7
Caporale, Guglielmo Maria
6
Homaifar, Ghassem
6
Payne, James E.
6
Lander, Gerald H.
5
Matasar, Ann B.
5
Darrat, Ali F.
4
Gupta, Rangan
4
Madura, Jeff
4
Maneschiöld, Per-Ola
4
Putnam, Bluford H.
4
Ram, Rati
4
Reinstein, Alan
4
Schroeder, Richard G.
4
Tseng, Hui-kuan
4
Upadhyaya, Kamal Prasad
4
Akarca, Ali T.
3
Andrianacos, Dimitri
3
Arize, Augustine Chuck
3
Baghestani, Hamid
3
Balkan, Erol M.
3
Bartunek, Kenneth S.
3
Belke, Ansgar
3
Bonga-Bonga, Lumengo
3
Cushman, David O.
3
Dalmia, Sonia
3
Demirer, Rıza
3
El-Gazzar, Samir
3
Erol, Umit
3
Ferreira, Cândida
3
Gissy, William Gerard
3
Haber, Gottfried
3
Hall, Joshua C.
3
Hamwi, Iskandar S.
3
Hettler, Paul L.
3
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Economia internazionale
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
Journal of economics and finance : JEF
Review of financial economics : RFE
Applied economics
27
Applied economics letters
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Research in international business and finance
10
Economics letters
8
Finance research letters
7
Review of development finance
7
Tourism economics : the business and finance of tourism and recreation
7
Empirica : journal of european economics
6
Journal of economics and finance
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Economic modelling
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Energy economics
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
International journal of finance & economics : IJFE
5
International review of economics & finance : IREF
5
International review of financial analysis
5
Applied financial economics
4
Journal of forecasting
4
The South African journal of economics
4
African journal of economic and sustainable development
3
Cogent economics & finance
3
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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
Journal of banking & finance
3
Journal of economic studies
3
Oxford bulletin of economics and statistics
3
Review of quantitative finance and accounting
3
African finance journal
2
Annales d'économie et de statistique
2
Applied econometrics and international development
2
CBN journal of applied statistics
2
Computational economics
2
Defence and peace economics
2
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ECONIS (ZBW)
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16
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1
The effects of foreign bank presence on financial development in Africa : the role of institutional quality
Iddrisu, Khadijah
;
Abor, Joshua Yindenaba
;
Banyen, …
- In:
Review of financial economics : RFE
42
(
2024
)
1
,
pp. 39-54
Persistent link: https://www.econbiz.de/10014471076
Saved in:
2
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
Saved in:
3
Inflation in the G7 countries : persistence and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Journal of economics and finance : JEF
46
(
2022
)
3
,
pp. 493-506
Persistent link: https://www.econbiz.de/10013442202
Saved in:
4
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
Saved in:
5
Persistence in the market risk premium : evidence across countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
45
(
2021
)
3
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012547070
Saved in:
6
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:
7
Mean reversion in agricultural commodity prices in India
Gil-Alaña, Luis A.
;
Tripathy, Trilochan
- In:
International advances in economic research : IAER ; an …
20
(
2014
)
4
,
pp. 385-398
Persistent link: https://www.econbiz.de/10010532661
Saved in:
8
Government expenditures and revenues : evidence of fractional cointegration in an asymmetric modeling
Gil-Alaña, Luis A.
- In:
International advances in economic research : IAER ; an …
15
(
2009
)
2
,
pp. 143-155
Persistent link: https://www.econbiz.de/10003877566
Saved in:
9
Fractional integration in daily stock market indexes
Gil-Alaña, Luis A.
- In:
Review of financial economics : RFE
15
(
2006
)
1
,
pp. 28-48
Persistent link: https://www.econbiz.de/10003277988
Saved in:
10
UK unemployment dynamics : a fractionally cointegrated approach
Gil-Alaña, Luis A.
- In:
Economia internazionale
59
(
2006
)
1
,
pp. 33-50
Persistent link: https://www.econbiz.de/10003330750
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