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~language:"eng"
~language:"tur"
~language:"und"
~person:"Gil-Alaña, Luis A."
~person:"Zhang, Wei"
~subject:"Kapitaleinkommen"
~subject:"Long memory"
~subject:"Unit root test"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Kapitaleinkommen
Long memory
Unit root test
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Time series analysis
179
Zeitreihenanalyse
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Estimation
145
Schätzung
145
Theorie
110
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96
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66
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47
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Gil-Alaña, Luis A.
Zhang, Wei
Gupta, Rangan
226
Narayan, Paresh Kumar
108
Bouri, Elie
107
Ma, Feng
104
Tiwari, Aviral Kumar
104
Zaremba, Adam
103
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98
Bahmani-Oskooee, Mohsen
97
Chang, Tsangyao
95
Wohar, Mark E.
95
Caporale, Guglielmo Maria
82
Hammoudeh, Shawkat
79
McAleer, Michael
77
Taylor, Robert
65
Xuan Vinh Vo
65
Wang, Yudong
62
Kang, Sang Hoon
61
Faff, Robert W.
60
Pierdzioch, Christian
58
Demirer, Rıza
57
Su, Chi-Wei
56
Zhang, Yaojie
56
Brooks, Robert
55
Mensi, Walid
55
Bali, Turan G.
53
Bollerslev, Tim
53
Salisu, Afees A.
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Lee, Chien-chiang
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Nguyen, Duc Khuong
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49
Lucey, Brian M.
49
Fabozzi, Frank J.
48
Kumar, Dilip
48
Westerlund, Joakim
47
Ryu, Doojin
46
Shahzad, Syed Jawad Hussain
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Cakici, Nusret
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Economic modelling
10
Finance research letters
8
International review of financial analysis
7
Research in international business and finance
7
Applied economics letters
6
Empirica : journal of european economics
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
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4
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4
Financial innovation : FIN
4
International journal of finance & economics : IJFE
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Applied economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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European review of economics and finance
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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Economic notes : economic review of Banca Monte dei Paschi di Siena
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ECONIS (ZBW)
154
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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
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
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:
8
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:
9
The accounting and trading information channels of excess control rights on IPO long-term return in China
Zhang, Wei
;
Xiong, Xiong
;
Wang, Guanying
;
Li, Jing
- In:
Review of quantitative finance and accounting
59
(
2022
)
4
,
pp. 1609-1646
Persistent link: https://www.econbiz.de/10013459419
Saved in:
10
Behavioural heterogeneity and equity premium volatility in China
Zhou, Zhong-Qiang
;
Huang, Ping
;
Fu, Desheng
;
Zhang, Wei
- In:
Applied economics letters
29
(
2022
)
15
,
pp. 1399-1404
Persistent link: https://www.econbiz.de/10013412190
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