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~language:"eng"
~language:"swe"
~person:"Gil-Alaña, Luis A."
~subject:"Kapitaleinkommen"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Thesis"
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Kapitaleinkommen
Volatility
Time series analysis
173
Zeitreihenanalyse
173
Estimation
127
Schätzung
127
USA
76
United States
76
Cointegration
65
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65
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61
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61
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44
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43
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39
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Gil-Alaña, Luis A.
Gupta, Rangan
214
Bouri, Elie
109
Zaremba, Adam
105
Ma, Feng
104
McMillan, David G.
98
Wohar, Mark E.
90
Tiwari, Aviral Kumar
86
Hammoudeh, Shawkat
80
McAleer, Michael
75
Narayan, Paresh Kumar
75
Bahmani-Oskooee, Mohsen
73
Xuan Vinh Vo
63
Wang, Yudong
62
Faff, Robert W.
60
Kang, Sang Hoon
60
Pierdzioch, Christian
59
Caporale, Guglielmo Maria
58
Demirer, Rıza
58
Zhang, Yaojie
56
Brooks, Robert
55
Mensi, Walid
54
Bali, Turan G.
53
Bollerslev, Tim
53
Salisu, Afees A.
51
Nguyen, Duc Khuong
50
Lucey, Brian M.
49
Kumar, Dilip
48
Apergēs, Nikolaos
47
Balcilar, Mehmet
47
Fabozzi, Frank J.
47
Ryu, Doojin
46
Zhang, Wei
46
Cakici, Nusret
45
Corbet, Shaen
45
Liang, Chao
45
Shahzad, Syed Jawad Hussain
45
Sehgal, Sanjay
44
Yin, Libo
44
Yoon, Seong-min
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Finance research letters
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Computational economics
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International journal of finance & economics : IJFE
2
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International review of economics & finance : IREF
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International review of financial analysis
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
45
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1
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:
2
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:
3
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
4
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
Saved in:
5
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:
6
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
7
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:
8
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:
9
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:
10
Inflation-targeting and inflation volatility : international evidence from the cosine-squared cepstrum
Antonakakis, Nikolaos
;
Christou, Christina
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
167
(
2021
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013269231
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