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~isPartOf:"International journal of theoretical and applied finance"
~person:"Bhattacharyya, Malay"
~person:"Gil-Alaña, Luis A."
~person:"Poterba, James M."
~person:"Wright, Mike"
~source:"econis"
~subject:"Börsenkurs"
~subject:"Cointegration"
~subject:"Hochschule"
~subject:"Risikokapital"
~subject:"USA"
~subject:"United States"
~subject:"Zeitreihenanalyse"
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Börsenkurs
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Bhattacharyya, Malay
Gil-Alaña, Luis A.
Poterba, James M.
Wright, Mike
Dorfleitner, Gregor
3
Hughston, Lane P.
3
Jaimungal, Sebastian
3
Jarrow, Robert A.
3
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International journal of theoretical and applied finance
Working paper / National Bureau of Economic Research, Inc.
79
CESifo working papers
67
Economics and finance working paper series
61
Discussion papers / Deutsches Institut für Wirtschaftsforschung
33
Applied economics
24
The American economic review
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NBER working paper series
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Discussion papers of interdisciplinary research project 373
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Applied economics letters
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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National tax journal
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NBER Working Paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Working paper series / Universiteit Gent, Faculteit Economie en Bedrijfskunde
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Tax policy and the economy
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Finance research letters
8
Research in international business and finance
8
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Journal of public economics
7
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7
Small business economics : an entrepreneurship journal
7
Tourism economics : the business and finance of tourism and recreation
7
Economic modelling
6
Journal of business venturing
6
The journal of economic perspectives : EP ; a journal of the American Economic Association
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Applied financial economics
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EUI working paper / ECO
5
Empirica : journal of european economics
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Energy economics
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
5
International journal of finance & economics : IJFE
5
International review of economics & finance : IREF
5
Journal of economics and finance
5
Massachusetts Institute of Technology Department of Economics working paper series : working paper
5
Review of development finance
5
Strategic entrepreneurship journal : SEJ
5
Brookings papers on economic activity : BPEA
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ECONIS (ZBW)
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1
Measuring the memory parameter on several transformations of asset returns
Gil-Alaña, Luis A.
- In:
International journal of theoretical and applied finance
8
(
2005
)
6
,
pp. 675-692
Persistent link: https://www.econbiz.de/10003133833
Saved in:
2
Integration of global capital markets : an empirical exploration
Bhattacharyya, Malay
;
Banerjee, Ashok
- In:
International journal of theoretical and applied finance
7
(
2004
)
4
,
pp. 385-405
Persistent link: https://www.econbiz.de/10002108782
Saved in:
3
Long memory in financial time series data with non-Gaussian disturbances
Gil-Alaña, Luis A.
- In:
International journal of theoretical and applied finance
6
(
2003
)
2
,
pp. 119-134
Persistent link: https://www.econbiz.de/10001769123
Saved in:
4
Fractional integration in the stock market volatility series
Gil-Alaña, Luis A.
- In:
International journal of theoretical and applied finance
5
(
2002
)
8
,
pp. 775-783
Persistent link: https://www.econbiz.de/10001763176
Saved in:
5
Mean reversion in the Spanish market prices using fractionally integrated semiparametric techniques
DePeña, Francisco Javier
;
Gil-Alaña, Luis A.
- In:
International journal of theoretical and applied finance
5
(
2002
)
6
,
pp. 645-657
Persistent link: https://www.econbiz.de/10001743195
Saved in:
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