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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
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56
Aktienmarkt
51
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51
Großbritannien
47
United Kingdom
47
fractional integration
47
Welt
42
World
42
Einheitswurzeltest
39
Persistence
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Unit root test
39
Structural break
38
Strukturbruch
38
Arbeitslosigkeit
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Unemployment
28
Anlageverhalten
27
Behavioural finance
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persistence
25
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24
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
2
Journal of international money and finance
2
Oxford bulletin of economics and statistics
2
Pacific-Basin finance journal
2
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
1
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
1
Comparative economic studies
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Economia internazionale
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ECONIS (ZBW)
147
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71
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
152
(
2017
),
pp. 116-123
Persistent link: https://www.econbiz.de/10011802433
Saved in:
72
Computational experiments successfully predict the emergence of autocorrelations in ultra-high-frequency stock returns
Zhou, Jian
;
Gu, Gao-Feng
;
Jiang, Zhi-Qiang
;
Xiong, Xiong
; …
- In:
Computational economics
50
(
2017
)
4
,
pp. 579-594
Persistent link: https://www.econbiz.de/10011783456
Saved in:
73
CPI and inflation in Kenya : structural breaks, non-linearities and dependence
Gil-Alaña, Luis A.
;
Mudida, Robert
- In:
International economics : a journal published by CEPII …
150
(
2017
),
pp. 72-79
Persistent link: https://www.econbiz.de/10011793805
Saved in:
74
Daily happiness and stock returns : the case of Chinese company listed in the United States
Li, Xiao
;
Shen, Dehua
;
Xue, Mei
;
Zhang, Wei
- In:
Economic modelling
64
(
2017
),
pp. 496-501
Persistent link: https://www.econbiz.de/10011761297
Saved in:
75
Evidence of persistence in U.S. short and long-term interest rates
Gil-Alaña, Luis A.
;
Cuñado Eizaguirre, Juncal
;
Gupta, …
- In:
Journal of policy modeling : JPMOD ; a social science …
39
(
2017
)
5
,
pp. 775-789
Persistent link: https://www.econbiz.de/10011792860
Saved in:
76
The five-factor asset pricing model tests for the Chinese stock market
Guo, Bin
;
Zhang, Wei
;
Zhang, Yongjie
;
Zhang, Han
- In:
Pacific-Basin finance journal
43
(
2017
),
pp. 84-106
Persistent link: https://www.econbiz.de/10011800649
Saved in:
77
Persistence, mean-reversion and non-linearities in CO2 emissions : evidence from the BRICS and G7 countries
Gil-Alaña, Luis A.
;
Cuñado Eizaguirre, Juncal
;
Gupta, …
- In:
Environmental & resource economics : the official …
67
(
2017
)
4
,
pp. 869-883
Persistent link: https://www.econbiz.de/10011803607
Saved in:
78
Energy production in Brazil : empirical facts based on persistence, seasonality and breaks
Barros, Carlos Pestana
;
Gil-Alaña, Luis A.
;
Wanke, Peter
- In:
Energy economics
54
(
2016
),
pp. 88-95
Persistent link: https://www.econbiz.de/10011662770
Saved in:
79
Exchange rate persistence of the Chinese yuan against the US dollar in the NDF market
Barros, Carlos Pestana
;
Gil-Alaña, Luis A.
;
Chen, Zhongfei
- In:
Empirical economics : a journal of the Institute for …
51
(
2016
)
4
,
pp. 1399-1414
Persistent link: https://www.econbiz.de/10011643728
Saved in:
80
The Feldstein-Horioka puzzle in South Africa : a fractional cointegration approach
Gil-Alaña, Luis A.
;
André, Christophe
;
Gupta, Rangan
; …
- In:
The journal of international trade & economic development
25
(
2016
)
7/8
,
pp. 978-991
Persistent link: https://www.econbiz.de/10011709722
Saved in:
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