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~language:"eng"
~language:"est"
~language:"pol"
~person:"Gil-Alaña, Luis A."
~subject:"Long memory"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Forschungsbericht"
~type_genre:"Government document"
~type_genre:"Handbuch"
~type_genre:"Konferenzschrift"
~type_genre:"Lehrbuch"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Thesis"
~type_genre:"Übersichtsarbeit"
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Long memory
Volatility
Time series analysis
178
Zeitreihenanalyse
178
Estimation
129
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129
USA
77
United States
77
Cointegration
66
Kointegration
66
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64
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64
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58
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48
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43
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43
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41
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long memory
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Gil-Alaña, Luis A.
Gupta, Rangan
163
Bouri, Elie
94
Ma, Feng
92
McAleer, Michael
73
Bahmani-Oskooee, Mohsen
72
Tiwari, Aviral Kumar
66
Hammoudeh, Shawkat
64
Kang, Sang Hoon
56
Bollerslev, Tim
52
Mensi, Walid
52
McMillan, David G.
50
Wohar, Mark E.
49
Caporale, Guglielmo Maria
48
Wang, Yudong
46
Xuan Vinh Vo
46
Kumar, Dilip
44
Zhang, Yaojie
44
Pierdzioch, Christian
43
Corbet, Shaen
42
Andersen, Torben
40
Lucey, Brian M.
40
Demirer, Rıza
39
Wei, Yu
39
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37
Liang, Chao
37
Salisu, Afees A.
37
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36
Yoon, Seong-min
36
Chevallier, Julien
35
Hegerty, Scott W.
35
Ji, Qiang
35
Roubaud, David
34
Brooks, Robert
33
Hamori, Shigeyuki
32
Zhang, Jin E.
32
Apergēs, Nikolaos
31
Ryu, Doojin
31
Asai, Manabu
30
Degiannakis, Stavros
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Journal of economics and finance : JEF
4
Research in international business and finance
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Energy economics
3
Finance research letters
3
Economic modelling
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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International journal of finance & economics : IJFE
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International review of economics & finance : IREF
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CBN journal of applied statistics
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Empirica : journal of european economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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European review of economics and finance
1
International Journal of Financial Studies : open access journal
1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
International journal of theoretical and applied finance
1
International review of financial analysis
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Journal of quantitative economics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
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Review of development finance
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Review of international economics
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The European journal of finance
1
The IUP journal of applied economics
1
The North American journal of economics and finance : a journal of financial economics studies
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The journal of developing areas
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The journal of futures markets
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
57
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1
Fractional cointegration between energy imports to the EURO area and exchange rates to the US dollar
Malmierca-Ordoqui, Maria
;
Gil-Alaña, Luis A.
;
Monge …
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
2
,
pp. 859-882
Persistent link: https://www.econbiz.de/10014519716
Saved in:
2
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
3
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:
4
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
5
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
Saved in:
6
Inflation in the G7 countries : persistence and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Journal of economics and finance : JEF
46
(
2022
)
3
,
pp. 493-506
Persistent link: https://www.econbiz.de/10013442202
Saved in:
7
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:
8
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:
9
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:
10
True or spurious long memory in the cryptocurrency markets : evidence from a multivariate test and other Whittle estimation methods
Assaf, Ata
;
Gil-Alaña, Luis A.
;
Mokni, Khaled
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
3
,
pp. 1543-1570
Persistent link: https://www.econbiz.de/10013440392
Saved in:
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