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~isPartOf:"International journal of finance & economics : IJFE"
~language:"eng"
~language:"tur"
~language:"und"
~person:"Gil-Alaña, Luis A."
~person:"Zhang, Wei"
~subject:"China"
~subject:"Cointegration"
~subject:"Kapitaleinkommen"
~subject:"Long memory"
~type_genre:"Article in journal"
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China
Cointegration
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fractional integration
5
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4
Time series analysis
4
Zeitreihenanalyse
4
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Gil-Alaña, Luis A.
Zhang, Wei
Caporale, Guglielmo Maria
4
Cheung, Yin-Wong
4
Gupta, Rangan
4
Kanas, Angelos
4
Gong, Xu
3
Liang, Chao
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McMillan, David G.
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Salisu, Afees A.
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Yang, Xiaoguang
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Adewuyi, Adeolu O.
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Fujii, Eiji
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Huang, Chuangxia
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Kouretas, Georgios P.
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Li, Xiafei
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Li, Youwei
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Lin, Boqiang
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Naeem, Muhammad Abubakr
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Nguyen Phuc Canh
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Nitzsche, Dirk
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Ogbonna, Ahamuefula E.
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Opoku-Mensah, Evans
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Power, David M.
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Sinclair, C. Donald
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Taghizadeh-Hesary, Farhad
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Tan, Yong
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Toan Luu Duc Huynh
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Wang, Peijie
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Wang, Ping
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Wei, Yu
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Wickens, Michael R.
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Xu, Yingying
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International journal of finance & economics : IJFE
Economic modelling
11
Finance research letters
11
Research in international business and finance
10
Applied economics letters
8
International review of financial analysis
7
Applied economics
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Emerging markets, finance and trade : EMFT
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of economics and finance : JEF
4
Review of development finance
4
Computational economics
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
3
Empirica : journal of european economics
3
Energy economics
3
Financial innovation : FIN
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International review of economics & finance : IREF
3
Journal of Chinese economic and business studies
3
Pacific-Basin finance journal
3
African development review
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Applied financial economics
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Asia Pacific financial markets
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Asian economic papers
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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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
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Journal of banking & finance
2
Journal of economics and finance
2
Journal of international money and finance
2
Journal of knowledge management
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Journal of the Asia Pacific economy
2
Management and organization review : MOR ; the official journal of The International Association for Chinese Management Research
2
Oxford bulletin of economics and statistics
2
Research policy : policy, management and economic studies of science, technology and innovation
2
Review of financial economics : RFE
2
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ECONIS (ZBW)
5
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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
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:
3
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:
4
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:
5
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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