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~isPartOf:"International journal of finance & economics : IJFE"
~language:"eng"
~language:"ind"
~language:"zho"
~person:"Chan, Kam C."
~person:"Gil-Alaña, Luis A."
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Conference Paper"
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fractional integration
5
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Chan, Kam C.
Gil-Alaña, Luis A.
Caporale, Guglielmo Maria
11
Kanas, Angelos
10
Shahbaz, Muhammad
10
Cheung, Yin-Wong
9
Gupta, Rangan
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Taylor, Mark P.
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Afonso, António
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Nguyen Phuc Canh
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Xuan Vinh Vo
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Agénor, Pierre-Richard
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Aizenman, Joshua
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Bask, Mikael
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Lin, Boqiang
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International journal of finance & economics : IJFE
Applied economics
42
International review of economics & finance : IREF
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Applied economics letters
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Finance research letters
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Research in international business and finance
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The North American journal of economics and finance : a journal of financial economics studies
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International review of financial analysis
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The journal of corporate finance : contracting, governance and organization
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Review of quantitative finance and accounting
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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Borsa Istanbul Review
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Journal of banking & finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Review of development finance
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Asia-Pacific journal of accounting & economics : publication of the City University of Hong Kong and National Taiwan University
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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European review of economics and finance
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International journal of theoretical and applied finance
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Journal of economic studies
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Journal of economics and finance : JEF
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Journal of empirical finance
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Journal of financial education
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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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