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~language:"dan"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Gil-Alaña, Luis A."
~subject:"Aktienmarkt"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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Aktienmarkt
Time series analysis
180
Zeitreihenanalyse
180
Theorie
169
Theory
169
Estimation
149
Schätzung
149
USA
139
United States
139
Portfolio selection
105
Portfolio-Management
105
Cointegration
67
Kointegration
67
Fractional integration
58
Volatility
57
Volatilität
57
Börsenkurs
56
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56
Capital income
53
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49
Welt
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48
fractional integration
47
Großbritannien
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United Kingdom
46
Einheitswurzeltest
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Long memory
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Graue Literatur
31
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Fabozzi, Frank J.
Gil-Alaña, Luis A.
Gupta, Rangan
91
Hammoudeh, Shawkat
57
Xuan Vinh Vo
51
Tiwari, Aviral Kumar
49
Zaremba, Adam
48
Mensi, Walid
47
Ma, Feng
44
Bouri, Elie
42
Kang, Sang Hoon
42
Wohar, Mark E.
38
Demirer, Rıza
37
Wong, Wing Keung
37
McMillan, David G.
36
Nguyen, Duc Khuong
36
Guesmi, Khaled
35
Hassan, M. Kabir
35
Narayan, Paresh Kumar
35
Lucey, Brian M.
34
Brooks, Robert
33
Caporale, Guglielmo Maria
33
Shahzad, Syed Jawad Hussain
32
Chiang, Thomas C.
31
Ryu, Doojin
30
Arouri, Mohamed
29
Faff, Robert W.
29
Sehgal, Sanjay
29
Yoon, Seong-min
29
Aloui, Chaker
25
Zhang, Yaojie
25
Ferreira, Paulo
24
Salisu, Afees A.
24
Ur Rehman, Mobeen
24
Corbet, Shaen
23
Liang, Chao
23
Pierdzioch, Christian
23
Yousaf, Imran
23
Balli, Faruk
22
Chong, Terence Tai-Leung
22
Power, David M.
22
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The journal of portfolio management : a publication of Institutional Investor
4
Finance research letters
3
International journal of finance & economics : IJFE
3
International journal of theoretical and applied finance
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Journal of economic studies
2
Journal of economics and finance
2
Research in international business and finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
African journal of economic and sustainable development
1
Annals of economics and finance
1
Annals of finance
1
Applied economics
1
Applied economics letters
1
Applied financial economics
1
Applied financial economics letters
1
Defence and peace economics
1
Economic modelling
1
Emerging markets review
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
European review of economics and finance
1
Global finance journal
1
International journal of bonds and derivatives
1
Journal of economic integration : jei
1
Journal of economics and finance : JEF
1
Journal of forecasting
1
Journal of international money and finance
1
Journal of quantitative economics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Review of development finance
1
Review of quantitative finance and accounting
1
The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of asset management
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ECONIS (ZBW)
49
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1
Stock market prices and dividends in the US : bubbles or long-run equilibria relationships?
Dettoni, Robinson
;
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014544069
Saved in:
2
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:
3
The outbreak of COVID-19 and stock market liquidity : evidence from emerging and developed equity markets
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534137
Saved in:
4
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
Saved in:
5
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
6
Stock market linkages between the ASEAN countries, China and the US : a fractional integration/cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
- In:
Emerging markets, finance & trade : a journal of the …
58
(
2022
)
5
,
pp. 1502-1514
Persistent link: https://www.econbiz.de/10013167095
Saved in:
7
Global and regional financial integration in emerging Asia : evidence from stock markets
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
- In:
Journal of economic integration : jei
36
(
2021
)
2
,
pp. 185-202
Persistent link: https://www.econbiz.de/10012620110
Saved in:
8
Modelling stock market data in China : cisis and Coronavirus
Cristofaro, Lorenzo
;
Gil-Alaña, Luis A.
;
Chen, Zhongfei
; …
- In:
Finance research letters
41
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013336246
Saved in:
9
Birth order and portfolio choice
Bonaparte, Yosef
;
Fabozzi, Frank J.
;
Koslowsky, David
- In:
Applied economics
52
(
2020
)
7
,
pp. 694-709
Persistent link: https://www.econbiz.de/10012197458
Saved in:
10
Cryptocurrencies and stock market indices. Are they related?
Gil-Alaña, Luis A.
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Research in international business and finance
51
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012205484
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