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~isPartOf:"Finance research letters"
~language:"eng"
~person:"Gil-Alaña, Luis A."
~person:"Stiglitz, Joseph E."
~subject:"Schätzung"
~subject:"Strukturbruch"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Festschrift"
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Schätzung
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Fractional integration
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Time series analysis
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4
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Gil-Alaña, Luis A.
Stiglitz, Joseph E.
Gupta, Rangan
11
Tiwari, Aviral Kumar
6
Pierdzioch, Christian
5
Salisu, Afees A.
5
Thornton, John
5
Bouri, Elie
4
Corbet, Shaen
4
Ma, Feng
4
Yarovaya, Larisa
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Zaremba, Adam
4
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Brzeszczyński, Janusz
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Han, Liyan
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Ji, Qiang
3
Lau, Chi Keung
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Li, Xiao
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Li, Yan
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Long, Huaigang
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Lyócsa, Štefan
3
Shahzad, Syed Jawad Hussain
3
Shen, Dehua
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Wohar, Mark E.
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Wu, Xinyu
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Xuan Vinh Vo
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Zhang, Yaojie
3
Österholm, Pär
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Akyildirim, Erdinc
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Ardia, David
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Božović, Miloš
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Będowska-Sójka, Barbara
2
Cao, Zhen
2
Chiang, Thomas C.
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Das, Debojyoti
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Finance research letters
Applied economics
14
Applied economics letters
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Research in international business and finance
7
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5
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5
International review of economics & finance : IREF
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Journal of economics and finance
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of finance & economics : IJFE
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Journal of economics and finance : JEF
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Review of development finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economic modelling
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International review of financial analysis
3
The South African journal of economics
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirica : journal of european economics
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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Oxford bulletin of economics and statistics
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Review of international economics
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The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
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The journal of international trade & economic development
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Tourism economics : the business and finance of tourism and recreation
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African development review
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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
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Annales d'économie et de statistique
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Applied econometrics and international development
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Applied financial economics
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Applied financial economics letters
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Asian Journal of Empirical Research
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Australian economic papers
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Bulletin of economic research
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Canadian journal of agricultural economics : CJAE
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Comparative economic studies
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Computational economics
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Defence and peace economics
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Eastern economic journal
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ECONIS (ZBW)
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1
Testing the hypothesis of duration dependence in the US housing market
Dettoni, Robinson
;
Gil-Alaña, Luis A.
- In:
Finance research letters
58
(
2023
)
4
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014632834
Saved in:
2
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
3
The EMBI in Latin America : fractional integration, non-linearities and breaks
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Finance research letters
24
(
2018
),
pp. 34-41
Persistent link: https://www.econbiz.de/10011982450
Saved in:
4
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
Saved in:
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