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~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Cavaliere, Giuseppe"
~person:"Gil-Alaña, Luis A."
~person:"Johansen, Søren"
~person:"Linton, Oliver"
~person:"Phillips, Peter C. B."
~subject:"Heteroskedastizität"
~subject:"Metal market"
~subject:"Nichtparametrisches Verfahren"
~subject:"Time series analysis"
~subject:"United States"
~subject:"World"
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Cavaliere, Giuseppe
Gil-Alaña, Luis A.
Johansen, Søren
Linton, Oliver
Phillips, Peter C. B.
Mulligan, Robert F.
2
Tiwari, Aviral Kumar
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Cowles Foundation discussion paper
83
CESifo working papers
50
Journal of econometrics
49
Economics and finance working paper series
42
Econometric theory
36
Cowles Foundation Discussion Paper
31
Discussion papers / Department of Economics, University of Copenhagen
29
CREATES research paper
20
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20
Applied economics
17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Discussion papers of interdisciplinary research project 373
14
Applied economics letters
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Econometric reviews
11
Cambridge working papers in economics
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
CEMMAP working papers / Centre for Microdata Methods and Practice
8
EUI working paper / ECO
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Queen's Economics Department working paper
7
Econometrics : open access journal
6
Tourism economics : the business and finance of tourism and recreation
6
Finance research letters
5
The econometrics journal
5
Working paper
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Applied financial economics
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
Energy economics
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
Janeway Institute working paper series
4
Journal of economics and finance : JEF
4
Journal of forecasting
4
Oxford bulletin of economics and statistics
4
Research in international business and finance
4
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
4
CREATES Research Paper
3
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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
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:
3
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:
4
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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