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~isPartOf:"Energy economics"
~isPartOf:"International journal of finance & economics : IJFE"
~language:"eng"
~language:"tur"
~language:"und"
~person:"Gil-Alaña, Luis A."
~person:"Zhang, Wei"
~subject:"Cointegration"
~subject:"Kapitaleinkommen"
~subject:"Long memory"
~type_genre:"Article in journal"
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Cointegration
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8
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5
fractional integration
5
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Gil-Alaña, Luis A.
Zhang, Wei
Gupta, Rangan
16
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14
Tiwari, Aviral Kumar
14
Shahbaz, Muhammad
8
Wang, Yudong
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Bouri, Elie
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Kanas, Angelos
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Mignon, Valérie
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Energy economics
International journal of finance & economics : IJFE
Finance research letters
8
Research in international business and finance
8
Applied economics letters
7
Economic modelling
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
International review of financial analysis
5
Review of development finance
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of economics and finance : JEF
4
Applied economics
3
Computational economics
3
Empirica : journal of european economics
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International review of economics & finance : IREF
3
Pacific-Basin finance journal
3
African development review
2
Applied financial economics
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Asia Pacific financial markets
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2
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
2
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
2
International journal of economics and finance
2
International journal of theoretical and applied finance
2
Journal of banking & finance
2
Journal of economics and finance
2
Journal of international money and finance
2
Oxford bulletin of economics and statistics
2
Review of financial economics : RFE
2
Review of quantitative finance and accounting
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The South African journal of economics
2
The journal of international trade & economic development
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Asian Journal of Empirical Research
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CBN journal of applied statistics
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China economic journal : the official journal of the China Center for Economic Research (CCER) at National School of Development (NSD), Peking University
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Comparative economic studies
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Economia internazionale
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ECONIS (ZBW)
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1
Liquidity risk and expected cryptocurrency returns
Zhang, Wei
;
Li, Yi
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 472-492
Persistent link: https://www.econbiz.de/10014253217
Saved in:
2
Energy production in Brazil : empirical facts based on persistence, seasonality and breaks
Barros, Carlos Pestana
;
Gil-Alaña, Luis A.
;
Wanke, Peter
- In:
Energy economics
54
(
2016
),
pp. 88-95
Persistent link: https://www.econbiz.de/10011662770
Saved in:
3
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
4
Fractional integration and asymmetric volatility in European, American and Asian bull and bear markets : application to high-frequency stock data
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Shittu, …
- In:
International journal of finance & economics : IJFE
20
(
2015
)
3
,
pp. 276-290
Persistent link: https://www.econbiz.de/10011348408
Saved in:
5
Persistence and cycles in historical oil price data
Gil-Alaña, Luis A.
;
Gupta, Rangan
- In:
Energy economics
45
(
2014
),
pp. 511-516
Persistent link: https://www.econbiz.de/10010506552
Saved in:
6
The relationship between oil prices and the Nigerian stock market : an analysis based on fractional integration and cointegration
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
- In:
Energy economics
46
(
2014
),
pp. 328-333
Persistent link: https://www.econbiz.de/10011298580
Saved in:
7
The purchasing power parity hypothesis in the US-China relationship : fractional integration, time variation and data frequency
Gil-Alaña, Luis A.
;
Jiang, Liang
- In:
International journal of finance & economics : IJFE
18
(
2013
)
1
,
pp. 82-92
Persistent link: https://www.econbiz.de/10009721889
Saved in:
8
Estimating persistence in the volatility of asset returns with signal plus noise models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International journal of finance & economics : IJFE
17
(
2012
)
1
,
pp. 23-30
Persistent link: https://www.econbiz.de/10009507857
Saved in:
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