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~isPartOf:"International journal of finance & economics : IJFE"
~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:"Großbritannien"
~subject:"Spain"
~subject:"Time series analysis"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Textbook"
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Developing countries
Fractional integration
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Time series analysis
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fractional integration
5
Estimation
4
Schätzung
4
Zeitreihenanalyse
4
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Dittrich, Ludwig O.
Dēmelē, Sophias P.
Gil-Alaña, Luis A.
Ramírez, Miguel D.
Ma, Feng
7
Kanas, Angelos
6
Liang, Chao
5
Caporale, Guglielmo Maria
4
Gupta, Rangan
4
Li, Xiafei
4
Wei, Yu
4
Azhar Mohamad
3
Choudhry, Taufiq
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Hall, Stephen G.
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Jawadi, Fredj
3
Kouretas, Georgios P.
3
Marsh, Ian
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Mills, Terence C.
3
Nasir, Muhammad Ali
3
Salisu, Afees A.
3
Sola, Martin
3
Tiwari, Aviral Kumar
3
Xuan Vinh Vo
3
Yaya, OlaOluwa S.
3
Adekoya, Oluwasegun B.
2
Agénor, Pierre-Richard
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Al-Faryan, Mamdouh Abdulaziz Saleh
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Azam, Muhammad
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Barradas, Ricardo
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Carlson, Mark
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Cheung, Yin-Wong
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De Grauwe, Paul
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Demetriades, Panicos O.
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Drakos, Anastassios A.
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Edison, Hali J.
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Gallo, Giampiero M.
2
Gong, Xu
2
Goodhart, Charles A. E.
2
Hammoudeh, Shawkat
2
Hughes Hallett, Andrew
2
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International journal of finance & economics : IJFE
Applied economics
22
Applied economics letters
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
9
Research in international business and finance
8
Tourism economics : the business and finance of tourism and recreation
8
Finance research letters
7
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 review of economics & finance : IREF
5
Journal of economics and 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
European review of economics and finance
4
International journal of theoretical and applied finance
4
International review of financial analysis
4
Journal of economics and finance : JEF
4
Journal of forecasting
4
Review of development finance
4
Applied econometrics and international development
3
Atlantic economic journal : AEJ
3
Defence and peace economics
3
Economics letters
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
Oxford bulletin of economics and statistics
3
African journal of economic and sustainable development
2
Bulletin of applied economics
2
CBN journal of applied statistics
2
Economia internazionale
2
Journal of economic studies
2
Journal of international money and finance
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Modern economy
2
Recherches économiques de Louvain
2
Review of financial economics : RFE
2
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ECONIS (ZBW)
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1
Persistence and dependence in geopolitical risks in various developed and developing countries
Solarin Sakiru Adebola
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1488-1496
Persistent link: https://www.econbiz.de/10014253418
Saved in:
2
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
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
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:
6
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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