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~language:"eng"
~language:"nor"
~person:"Gil-Alaña, Luis A."
~person:"Goodell, John W."
~person:"Kang, Sang Hoon"
~person:"Roubaud, David"
~person:"Ryu, Doojin"
~subject:"Behavioural finance"
~subject:"Hedging"
~subject:"Kapitaleinkommen"
~subject:"Oil price"
~subject:"Risk management"
~subject:"Structural break"
~subject:"Theorie"
~subject:"United Kingdom"
~subject:"Virtual currency"
~subject:"Virtuelle Währung"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Behavioural finance
Hedging
Kapitaleinkommen
Oil price
Risk management
Structural break
Theorie
United Kingdom
Virtual currency
Virtuelle Währung
Estimation
189
Schätzung
189
Time series analysis
183
Zeitreihenanalyse
183
Volatility
157
Volatilität
156
Börsenkurs
150
Share price
150
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137
Aktienmarkt
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Welt
128
World
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107
United States
107
Theory
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Spillover-Effekt
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Kointegration
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56
Portfolio selection
54
Portfolio-Management
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ARCH-Modell
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Coronavirus
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fractional integration
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Gil-Alaña, Luis A.
Goodell, John W.
Kang, Sang Hoon
Roubaud, David
Ryu, Doojin
Gupta, Rangan
285
Beladi, Hamid
165
Creedy, John
158
Lien, Da-hsiang Donald
156
Güth, Werner
146
Pestieau, Pierre
145
Phillips, Peter C. B.
144
Lai, Ching-chong
140
Nijkamp, Peter
135
Taylor, Mark P.
131
Tiwari, Aviral Kumar
131
Turnovsky, Stephen J.
127
Wohar, Mark E.
126
Caporale, Guglielmo Maria
122
Fabozzi, Frank J.
122
Marjit, Sugata
121
Hammoudeh, Shawkat
118
McAleer, Michael
118
Acemoglu, Daron
117
Färe, Rolf
117
Thisse, Jacques-François
117
Tirole, Jean
116
Cheng, T. C. E.
115
Cremer, Helmuth
115
Mukherjee, Arijit
115
Bouri, Elie
114
Faff, Robert W.
113
Narayan, Paresh Kumar
113
Long, Ngo Van
112
Jarrow, Robert A.
110
Lambertini, Luca
110
Serletis, Apostolos
110
Tsionas, Efthymios G.
109
Laporte, Gilbert
107
Zaremba, Adam
106
Pesaran, M. Hashem
105
Franses, Philip Hans
104
McMillan, David G.
103
Quiggin, John C.
103
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Finance research letters
53
Applied economics
28
Energy economics
23
International review of financial analysis
21
The North American journal of economics and finance : a journal of financial economics studies
20
Applied economics letters
16
International review of economics & finance : IREF
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Economic modelling
10
Economics letters
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Research in international business and finance
8
Journal of economics and finance
7
Financial innovation : FIN
6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
International journal of finance & economics : IJFE
5
Pacific-Basin finance journal
5
Computational economics
4
Journal of banking & finance
4
Journal of economics and finance : JEF
4
Journal of international financial markets, institutions & money
4
The journal of futures markets
4
Empirica : journal of european economics
3
Oxford bulletin of economics and statistics
3
Tourism economics : the business and finance of tourism and recreation
3
Applied econometrics and international development
2
Asian business & management
2
Borsa Istanbul Review
2
Economia internazionale
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Economic systems
2
Economics / Journal articles : the open-access, open-assessment journal
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Emerging markets review
2
Emerging markets, finance and trade : EMFT
2
European review of economics and finance
2
Global finance journal
2
International Journal of Financial Studies : open access journal
2
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
2
International journal of emerging markets
2
International journal of production research
2
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ECONIS (ZBW)
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381
The persistence of unemployment in the USA and Europe in terms of fractionally ARIMA models
Gil-Alaña, Luis A.
- In:
Applied economics
33
(
2001
)
10
,
pp. 1263-1269
Persistent link: https://www.econbiz.de/10001590553
Saved in:
382
Testing of seasonal fractional integration in UK and Japanese consumption and income
Gil-Alaña, Luis A.
;
Robinson, Peter M.
- In:
Journal of applied econometrics
16
(
2001
)
2
,
pp. 95-114
Persistent link: https://www.econbiz.de/10001573879
Saved in:
383
Testing fractional integration with monthly data
Gil-Alaña, Luis A.
- In:
Economic modelling
16
(
1999
)
4
,
pp. 613-629
Persistent link: https://www.econbiz.de/10001426392
Saved in:
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