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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:"persistence"
~type_genre:"Article in journal"
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Kapitaleinkommen
Long memory
Unit root test
persistence
Time series analysis
179
Zeitreihenanalyse
179
Estimation
145
Schätzung
145
Theorie
110
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96
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Gil-Alaña, Luis A.
Zhang, Wei
Gupta, Rangan
136
Zaremba, Adam
97
Chang, Tsangyao
93
Narayan, Paresh Kumar
92
McMillan, David G.
67
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64
Caporale, Guglielmo Maria
61
Taylor, Robert
58
Tiwari, Aviral Kumar
57
Su, Chi-Wei
51
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47
Bouri, Elie
46
Faff, Robert W.
45
Cakici, Nusret
42
Ma, Feng
41
Bali, Turan G.
40
Leybourne, Stephen James
40
Fletcher, Jonathan
36
Wang, Yudong
36
Demirer, Rıza
35
Lee, Chien-chiang
35
Phillips, Peter C. B.
35
Brooks, Robert
34
Chiang, Thomas C.
34
Nguyen, Duc Khuong
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Pierdzioch, Christian
34
Sehgal, Sanjay
33
Chang, Hsu-Ling
32
Titman, Sheridan
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Xuan Vinh Vo
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Zhou, Guofu
30
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29
Timmermann, Allan
29
Hammoudeh, Shawkat
28
Shahzad, Syed Jawad Hussain
28
Apergēs, Nikolaos
27
Balcilar, Mehmet
27
Guidolin, Massimo
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Applied economics
11
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8
Finance research letters
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Tourism economics : the business and finance of tourism and recreation
7
Applied economics letters
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International journal of finance & economics : IJFE
6
Empirica : journal of european economics
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International review of financial analysis
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Research in international business and finance
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Journal of economics and finance : JEF
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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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European review of economics and finance
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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International journal of economics and finance
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Australian economic papers
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CBN journal of applied statistics
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Canadian journal of agricultural economics : CJAE
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Cogent economics & finance
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Eastern economic journal
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Economic notes : economic review of Banca Monte dei Paschi di Siena
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ECONIS (ZBW)
151
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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
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
4
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:
5
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:
6
Persistence and dependence in geopolitical risks in various developed and developing countries
Solarin Sakiru Adebola
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1488-1496
Persistent link: https://www.econbiz.de/10014253418
Saved in:
7
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:
8
Persistence and trends in CO2 emissions in Africa : is Chinese FDI behind these features?
Claudio-Quiroga, Gloria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics
55
(
2023
)
30
,
pp. 3498-3513
Persistent link: https://www.econbiz.de/10014299168
Saved in:
9
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:
10
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
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