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~language:"eng"
~language:"nor"
~language:"slk"
~person:"Gil-Alaña, Luis A."
~person:"Lucey, Brian M."
~subject:"Entwicklungsländer"
~subject:"Kapitaleinkommen"
~subject:"Kointegration"
~subject:"Volatilität"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
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Entwicklungsländer
Kapitaleinkommen
Kointegration
Volatilität
Time series analysis
176
Zeitreihenanalyse
176
Estimation
145
Schätzung
145
USA
88
United States
88
Welt
85
World
85
Cointegration
74
Aktienmarkt
70
Stock market
70
Theorie
68
Theory
68
Volatility
68
Börsenkurs
63
Share price
63
Fractional integration
56
Großbritannien
47
United Kingdom
47
Capital income
44
fractional integration
44
Einheitswurzeltest
39
Persistence
39
Unit root test
39
Virtual currency
39
Virtuelle Währung
39
Structural break
38
Strukturbruch
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Long memory
34
EU countries
29
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Arbeitslosigkeit
27
Gold
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Inflation
27
Unemployment
27
China
26
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26
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Article
164
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Amtsdruckschrift
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164
Arbeitspapier
117
Working Paper
117
Graue Literatur
116
Non-commercial literature
116
Aufsatz im Buch
4
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4
Bibliografie enthalten
3
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Gil-Alaña, Luis A.
Lucey, Brian M.
Gupta, Rangan
249
Bahmani-Oskooee, Mohsen
186
Tiwari, Aviral Kumar
123
Narayan, Paresh Kumar
121
Bouri, Elie
110
McMillan, David G.
107
Ma, Feng
105
Zaremba, Adam
105
Wohar, Mark E.
101
Hammoudeh, Shawkat
98
Caporale, Guglielmo Maria
97
Gnangnon, Sèna Kimm
94
Shahbaz, Muhammad
92
Apergēs, Nikolaos
89
McAleer, Michael
83
Xuan Vinh Vo
71
Lee, Chien-chiang
67
Chang, Tsangyao
65
Wang, Yudong
64
Nunnenkamp, Peter
63
Balcilar, Mehmet
62
Pierdzioch, Christian
62
Faff, Robert W.
61
Kang, Sang Hoon
61
Nguyen, Duc Khuong
58
Demirer, Rıza
57
Mensi, Walid
57
Salisu, Afees A.
57
Shahzad, Syed Jawad Hussain
57
Brooks, Robert
56
Zhang, Yaojie
56
Bali, Turan G.
53
Bollerslev, Tim
53
Arize, Augustine Chuck
52
Hamori, Shigeyuki
51
Hassan, M. Kabir
51
Fabozzi, Frank J.
49
Kumar, Dilip
49
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Finance research letters
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Applied economics letters
8
Energy economics
8
International review of financial analysis
7
International review of economics & finance : IREF
6
Journal of international financial markets, institutions & money
6
Research in international business and finance
6
Economic modelling
5
International journal of finance & economics : IJFE
5
Applied financial economics
4
Journal of economics and finance
4
Review of development finance
4
Applied economics
3
Applied financial economics letters
3
Computational economics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
African development review
2
Economics letters
2
Emerging markets review
2
Emerging markets, finance and trade : EMFT
2
Empirica : journal of european economics
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International journal of theoretical and applied finance
2
Journal of commodity markets
2
Journal of economics and finance : JEF
2
Journal of international money and finance
2
Oxford bulletin of economics and statistics
2
Review of financial economics : RFE
2
Review of quantitative finance and accounting
2
Technological forecasting & social change : an international journal
2
The European journal of finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
The South African journal of economics
2
The journal of international trade & economic development
2
Asian Journal of Empirical Research
1
Atlantic economic journal : AEJ
1
Comparative economic studies
1
Economia internazionale
1
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ECONIS (ZBW)
164
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164
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1
Enhancing cryptocurrency market volatility forecasting with daily dynamic tuning strategy
Feng, Lingbing
;
Qi, Jiajun
;
Lucey, Brian M.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014543914
Saved in:
2
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:
3
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:
4
Private and public debt convergence : a fractional cointegration approach
Malmierca-Ordoqui, Maria
;
Gil-Alaña, Luis A.
;
Bermejo …
- In:
Empirica : journal of european economics
51
(
2024
)
1
,
pp. 161-183
Persistent link: https://www.econbiz.de/10014492069
Saved in:
5
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:
6
Tail risk spillovers between Shanghai oil and other markets
Naeem, Muhammad Abubakr
;
Gul, Raazia
;
Muhammad Shafiullah
; …
- In:
Energy economics
130
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014559260
Saved in:
7
Volatility forecasting on China's oil futures : new evidence from interpretable ensemble boosting trees
Feng, Lingbing
;
Rao, Haicheng
;
Lucey, Brian M.
;
Zhu, Yiying
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 1595-1615
Persistent link: https://www.econbiz.de/10014535122
Saved in:
8
Volatility spillover and hedging strategies among Chinese carbon, energy, and electricity markets
Wang, Yong
;
Liu, Shimiao
;
Abedin, Mohammad Zoynul
; …
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494792
Saved in:
9
COVID-induced sentiment and the intraday volatility spillovers between energy and other ETFs
Naeem, Muhammad Abubakr
;
Sitara Karim
;
Yarovaya, Larisa
; …
- In:
Energy economics
122
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014440746
Saved in:
10
Cryptocurrency uncertainty and volatility forecasting of precious metal futures markets
Wei, Yu
;
Wang, Yizhi
;
Lucey, Brian M.
;
Vigne, Samuel A.
- In:
Journal of commodity markets
29
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014277412
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