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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~language:"eng"
~person:"Beladi, Hamid"
~person:"Creedy, John"
~person:"Gil-Alaña, Luis A."
~person:"Görg, Holger"
~person:"Härdle, Wolfgang"
~source:"econis"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
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Zeitreihenanalyse
Fractional integration
9
Estimation
8
Schätzung
8
Cointegration
7
Kointegration
7
Time series analysis
7
Aktienmarkt
4
Börsenkurs
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Beladi, Hamid
Creedy, John
Gil-Alaña, Luis A.
Görg, Holger
Härdle, Wolfgang
Tiwari, Aviral Kumar
4
Caporin, Massimiliano
3
Chang, Tsangyao
3
Chen, Shyh-Wei
3
Mensi, Walid
3
Xie, Zixiong
3
Abakah, Emmanuel Joel Aikins
2
Al-Yahyaee, Khamis Hamed
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Albulescu, Claudiu Tiberiu
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Arize, Augustine Chuck
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Balcilar, Mehmet
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Chang, Chia-Lin
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Ferrer, Román
2
Gupta, Rangan
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Hammoudeh, Shawkat
2
Li, Xiao-Lin
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Liu, Jiapeng
2
McAleer, Michael
2
Mulligan, Robert F.
2
Wei, Yu
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Abiyev, Vasif
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Adarov, Amat
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Ahmad, Wasim
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Ajmi, Ahdi Noomen
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Arthur, Emmanuel Kwesi
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Asai, Manabu
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Aworinde, Olalekan Bashir
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Bahmani-Oskooee, Mohsen
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Bali, Rakesh
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Baruník, Jozef
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Bekiros, Stelios
1
Ben Omrane, Walid
1
Benkato, Omar M.
1
Benítez, Rafael
1
Bhar, Ramaprasad
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Bhuiyan, Erfan M.
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International review of economics & finance : IREF
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
CESifo working papers
49
Economics and finance working paper series
40
Discussion papers of interdisciplinary research project 373
22
SFB 649 discussion paper
22
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
21
Discussion papers / Deutsches Institut für Wirtschaftsforschung
20
Applied economics
17
Applied economics letters
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Tourism economics : the business and finance of tourism and recreation
6
Applied financial economics
4
EUI working paper / ECO
4
Energy economics
4
Finance research letters
4
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International journal of finance & economics : IJFE
4
Journal of economics and finance : JEF
4
Journal of forecasting
4
Research in international business and finance
4
CORE discussion paper : DP
3
Empirica : journal of european economics
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
International review of financial analysis
3
Journal of economics and finance
3
Research memorandum / METEOR
3
African journal of economic and sustainable development
2
Applied econometrics and international development
2
Bulletin of economic research
2
CBN journal of applied statistics
2
CEMMAP working papers / Centre for Microdata Methods and Practice
2
Discussion paper / Centre for Economic Forecasting
2
Economic modelling
2
European review of economics and finance
2
International journal of theoretical and applied finance
2
International statistical review : a journal of the International Statistical Institute and its associations
2
Journal of economic studies
2
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ECONIS (ZBW)
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1
Persistence and long run co-movements across stock market prices
Gil-Alaña, Luis A.
;
Infante, Juan
;
Martín-Valmayor, …
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 347-357
Persistent link: https://www.econbiz.de/10014429885
Saved in:
2
Measuring volatility persistence in leveraged loan markets in the presence of structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
78
(
2022
),
pp. 141-152
Persistent link: https://www.econbiz.de/10013334550
Saved in:
3
GDP per capita in Sub-Saharan Africa : a time series approach using long memory
Gil-Alaña, Luis A.
;
Mudida, Robert
;
Zerbo, Eleazar
- In:
International review of economics & finance : IREF
72
(
2021
),
pp. 175-190
Persistent link: https://www.econbiz.de/10012671595
Saved in:
4
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 50-61
Persistent link: https://www.econbiz.de/10012430865
Saved in:
5
Volatility persistence in cryptocurrency markets under structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 680-691
Persistent link: https://www.econbiz.de/10012487193
Saved in:
6
Measuring inequality persistence in OECD 1963-2008 using fractional integration and cointegration
Gil-Alaña, Luis A.
;
Škare, Marinko
; …
- In:
The quarterly review of economics and finance : journal …
72
(
2019
),
pp. 65-72
Persistent link: https://www.econbiz.de/10012176225
Saved in:
7
Modelling the US interest rate in terms of I(d) statistical models
Gil-Alaña, Luis A.
- In:
The quarterly review of economics and finance : journal …
44
(
2004
)
4
,
pp. 475-486
Persistent link: https://www.econbiz.de/10002375547
Saved in:
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