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~isPartOf:"International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society"
~isPartOf:"Review of financial economics : RFE"
~language:"eng"
~language:"fra"
~language:"nld"
~language:"pol"
~person:"Dittrich, Ludwig O."
~person:"Dēmelē, Sophias P."
~person:"Gil-Alaña, Luis A."
~person:"Ramírez, Miguel D."
~subject:"Developing countries"
~subject:"Fractional integration"
~subject:"Time series analysis"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
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Zeitreihenanalyse
8
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6
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6
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6
USA
6
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Dittrich, Ludwig O.
Dēmelē, Sophias P.
Gil-Alaña, Luis A.
Ramírez, Miguel D.
Apergēs, Nikolaos
2
Arize, Augustine Chuck
2
Luitel, Hari S.
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Mahar, Gerry J.
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1
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1
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1
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1
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1
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1
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1
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
Review of financial economics : RFE
Applied economics
19
Applied economics letters
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Research in international business and finance
8
Finance research letters
7
Tourism economics : the business and finance of tourism and recreation
6
Business and Economic Research : BER
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
Review of development finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Applied financial economics
4
Economic modelling
4
Empirica : journal of european economics
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
International review of financial analysis
4
Journal of economics and finance
4
Journal of economics and finance : JEF
4
Journal of forecasting
4
Applied econometrics and international development
3
Atlantic economic journal : AEJ
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
African journal of economic and sustainable development
2
Bulletin of applied economics
2
CBN journal of applied statistics
2
Defence and peace economics
2
Economics letters
2
Journal of economic studies
2
Journal of international money and finance
2
Modern economy
2
Oxford bulletin of economics and statistics
2
Review of quantitative finance and accounting
2
The South African journal of economics
2
The empirical economics letters : a monthly international journal of economics
2
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ECONIS (ZBW)
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1
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:
2
Long-range dependence in daily return stock market series
Dittrich, Ludwig O.
;
Srbek, Pavel
- In:
International advances in economic research : IAER ; an …
24
(
2018
)
3
,
pp. 285-286
Persistent link: https://www.econbiz.de/10012036586
Saved in:
3
Purchasing power parity : a time series analysis of the U.S. and Mexico, 1995-2007
Yee, Steven
;
Ramírez, Miguel D.
- In:
International advances in economic research : IAER ; an …
22
(
2016
)
4
,
pp. 409-419
Persistent link: https://www.econbiz.de/10011718492
Saved in:
4
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:
5
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:
6
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:
7
Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Review of financial economics : RFE
13
(
2004
)
4
,
pp. 327-340
Persistent link: https://www.econbiz.de/10002375332
Saved in:
8
Lond memory in the interest rates in some Asian countries
Gil-Alaña, Luis A.
- In:
International advances in economic research : IAER ; an …
9
(
2003
)
4
,
pp. 257-267
Persistent link: https://www.econbiz.de/10001838355
Saved in:
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