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~language:"eng"
~language:"tur"
~language:"und"
~person:"Gil-Alaña, Luis A."
~person:"Zhang, Wei"
~subject:"Cointegration"
~subject:"Kapitaleinkommen"
~subject:"Long memory"
~subject:"Schätzung"
~type_genre:"Article in journal"
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Cointegration
Kapitaleinkommen
Long memory
Schätzung
Time series analysis
179
Zeitreihenanalyse
179
Estimation
145
Theorie
110
Theory
110
China
96
USA
89
United States
89
Börsenkurs
75
Share price
75
Kointegration
66
Capital income
62
Fractional integration
56
Volatility
56
Volatilität
56
Aktienmarkt
51
Stock market
51
Großbritannien
47
United Kingdom
47
fractional integration
44
Welt
40
World
40
Einheitswurzeltest
39
Persistence
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Unit root test
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Structural break
38
Strukturbruch
38
Anlageverhalten
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Arbeitslosigkeit
28
Behavioural finance
28
Unemployment
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persistence
25
Inflation
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EU countries
22
EU-Staaten
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long memory
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Article
214
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214
Working Paper
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Non-commercial literature
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3
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Gil-Alaña, Luis A.
Zhang, Wei
Gupta, Rangan
261
Bahmani-Oskooee, Mohsen
201
Narayan, Paresh Kumar
146
Chang, Tsangyao
136
Caporale, Guglielmo Maria
126
Tiwari, Aviral Kumar
123
Apergēs, Nikolaos
119
Wohar, Mark E.
114
Shahbaz, Muhammad
101
Zaremba, Adam
101
McMillan, David G.
86
Lee, Chien-chiang
83
Hammoudeh, Shawkat
75
Balcilar, Mehmet
70
Belke, Ansgar
68
Faff, Robert W.
68
Pierdzioch, Christian
68
Bouri, Elie
67
Xuan Vinh Vo
64
Moosa, Imad A.
63
Su, Chi-Wei
62
Ma, Feng
60
Brooks, Robert
58
Kumbhakar, Subal
57
McAleer, Michael
56
Payne, James E.
55
Kutan, Ali Mustafa
54
Narayan, Seema
54
Nguyen, Duc Khuong
54
Herwartz, Helmut
53
Serletis, Apostolos
53
Hsing, Yu
52
Shahzad, Syed Jawad Hussain
51
Tsionas, Efthymios G.
51
Westerlund, Joakim
51
Phillips, Peter C. B.
50
Smyth, Russell
50
Wagner, Joachim
50
Wang, Yudong
50
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Applied economics letters
15
Applied economics
12
Economic modelling
9
Finance research letters
9
Research in international business and finance
9
International review of financial analysis
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of finance & economics : IJFE
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Energy economics
4
International review of economics & finance : IREF
4
Journal of economics and finance
4
Journal of economics and finance : JEF
4
Review of development finance
4
African development review
3
Computational economics
3
Economics letters
3
Empirica : journal of european economics
3
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
3
Oxford bulletin of economics and statistics
3
Pacific-Basin finance journal
3
Review of international economics
3
The South African journal of economics
3
Applied financial economics
2
Asia Pacific financial markets
2
Emerging markets, finance and trade : EMFT
2
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
2
Financial innovation : FIN
2
International journal of economics and finance
2
International journal of theoretical and applied finance
2
Journal of banking & finance
2
Journal of international money and finance
2
Journal of risk and financial management : JRFM
2
Review of financial economics : RFE
2
Review of quantitative finance and accounting
2
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
2
The journal of international trade & economic development
2
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
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ECONIS (ZBW)
214
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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
Investigation of export-driving forces and trade potentials of the U.S. bourbon whisky industry
Zhang, Wei
;
Saghaian, Sayed
;
Reed, Michael R.
- In:
Applied economics
56
(
2024
)
16
,
pp. 1950-1970
Persistent link: https://www.econbiz.de/10014475236
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
Trading volume, anomaly returns and noise trader risk in China
Han, Chunmao
;
Zhang, Wei
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014534538
Saved in:
7
Abnormal temperature and retail investors' trading behavior
Liu, Huajin
;
Zhang, Wei
;
Zhang, Xiaotao
;
Li, Donghui
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473430
Saved in:
8
Liquidity risk and expected cryptocurrency returns
Zhang, Wei
;
Li, Yi
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 472-492
Persistent link: https://www.econbiz.de/10014253217
Saved in:
9
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:
10
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
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