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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"
~type_genre:"Article in journal"
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Cointegration
Kapitaleinkommen
Long memory
Time series analysis
182
Zeitreihenanalyse
182
Estimation
147
Schätzung
147
Theorie
111
Theory
111
China
96
USA
90
United States
90
Börsenkurs
77
Share price
77
Kointegration
67
Capital income
62
Fractional integration
57
Volatility
56
Volatilität
56
Aktienmarkt
51
Stock market
51
Großbritannien
47
United Kingdom
47
fractional integration
47
Welt
42
World
42
Einheitswurzeltest
39
Persistence
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Unit root test
39
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Strukturbruch
38
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Anlageverhalten
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persistence
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long memory
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Gil-Alaña, Luis A.
Zhang, Wei
Gupta, Rangan
167
Narayan, Paresh Kumar
101
Zaremba, Adam
99
Bahmani-Oskooee, Mohsen
86
Tiwari, Aviral Kumar
77
McMillan, David G.
76
Caporale, Guglielmo Maria
75
Shahbaz, Muhammad
72
Wohar, Mark E.
70
Chang, Tsangyao
65
Apergēs, Nikolaos
61
Bouri, Elie
49
Faff, Robert W.
46
Hammoudeh, Shawkat
46
Balcilar, Mehmet
44
Lee, Chien-chiang
44
Nguyen, Duc Khuong
43
Sehgal, Sanjay
43
Cakici, Nusret
42
Ma, Feng
42
Bali, Turan G.
40
Chiang, Thomas C.
40
Shahzad, Syed Jawad Hussain
38
Wang, Yudong
38
Fletcher, Jonathan
37
Pierdzioch, Christian
37
Xuan Vinh Vo
36
Demirer, Rıza
35
Brooks, Robert
34
Phillips, Peter C. B.
33
Westerlund, Joakim
33
Narayan, Seema
32
Titman, Sheridan
32
Arize, Augustine Chuck
31
Ramírez, Miguel D.
31
Herzer, Dierk
30
Timmermann, Allan
30
Wong, Wing Keung
30
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Finance research letters
8
Research in international business and finance
8
Applied economics letters
7
Economic modelling
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
International journal of finance & economics : IJFE
5
International review of financial analysis
5
Review of development finance
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of economics and finance : JEF
4
Applied economics
3
Computational economics
3
Empirica : journal of european economics
3
Energy economics
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International review of economics & finance : IREF
3
African development review
2
Applied financial economics
2
Asia Pacific financial markets
2
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
2
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
2
International journal of economics and finance
2
International journal of theoretical and applied finance
2
Journal of banking & finance
2
Journal of economics and finance
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Journal of international money and finance
2
Oxford bulletin of economics and statistics
2
Pacific-Basin finance journal
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Review of financial economics : RFE
2
Review of quantitative finance and accounting
2
The South African journal of economics
2
The journal of international trade & economic development
2
Applied financial economics letters
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Asian Journal of Empirical Research
1
CBN journal of applied statistics
1
China economic journal : the official journal of the China Center for Economic Research (CCER) at National School of Development (NSD), Peking University
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Comparative economic studies
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Economia internazionale
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ECONIS (ZBW)
147
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141
Fractional integration in the volatility series of asset returns
Gil-Alaña, Luis A.
- In:
European review of economics and finance
2
(
2003
)
2
,
pp. 41-52
Persistent link: https://www.econbiz.de/10001802671
Saved in:
142
Testing of fractional cointegration in macroeconomic time series
Gil-Alaña, Luis A.
- In:
Oxford bulletin of economics and statistics
65
(
2003
)
4
,
pp. 517-529
Persistent link: https://www.econbiz.de/10001776839
Saved in:
143
Unemployment and real oil prices in Australia : a fractionally cointegrated approach
Gil-Alaña, Luis A.
- In:
Applied economics letters
10
(
2003
)
4
,
pp. 201-204
Persistent link: https://www.econbiz.de/10001748959
Saved in:
144
Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
The quarterly review of economics and finance : journal …
42
(
2002
)
3
,
pp. 599-609
Persistent link: https://www.econbiz.de/10001712171
Saved in:
145
Fractional integration in the stock market volatility series
Gil-Alaña, Luis A.
- In:
International journal of theoretical and applied finance
5
(
2002
)
8
,
pp. 775-783
Persistent link: https://www.econbiz.de/10001763176
Saved in:
146
A fractionally integrated exponential model for UK uneomployment
Gil-Alaña, Luis A.
- In:
Journal of forecasting
20
(
2001
)
5
,
pp. 329-340
Persistent link: https://www.econbiz.de/10001611315
Saved in:
147
A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A.
- In:
Economic modelling
18
(
2001
)
4
,
pp. 643-658
Persistent link: https://www.econbiz.de/10001654141
Saved in:
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