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~isPartOf:"International journal of finance & economics : IJFE"
~language:"eng"
~person:"Gil-Alaña, Luis A."
~subject:"Germany"
~subject:"Impact assessment"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschriften"
~type_genre:"Systematic review"
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fractional integration
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Gil-Alaña, Luis A.
Kanas, Angelos
6
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International journal of finance & economics : IJFE
Applied economics letters
6
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International review of economics & finance : IREF
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ECONIS (ZBW)
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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:
2
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
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