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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"
~type_genre:"Article in journal"
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Kapitaleinkommen
Long memory
Unit root test
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
Cointegration
67
Kointegration
67
Capital income
62
Fractional integration
57
Volatility
56
Volatilität
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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Structural break
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38
Arbeitslosigkeit
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28
Anlageverhalten
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27
persistence
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long memory
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Article
128
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128
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Gil-Alaña, Luis A.
Zhang, Wei
Gupta, Rangan
137
Zaremba, Adam
99
Chang, Tsangyao
94
Narayan, Paresh Kumar
92
McMillan, David G.
67
Wohar, Mark E.
63
Taylor, Robert
58
Tiwari, Aviral Kumar
58
Caporale, Guglielmo Maria
56
Su, Chi-Wei
51
Bouri, Elie
49
Westerlund, Joakim
47
Faff, Robert W.
45
Cakici, Nusret
42
Ma, Feng
41
Bali, Turan G.
40
Leybourne, Stephen James
40
Fletcher, Jonathan
37
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
34
Pierdzioch, Christian
34
Sehgal, Sanjay
34
Chang, Hsu-Ling
32
Titman, Sheridan
32
Xuan Vinh Vo
30
Zhou, Guofu
30
Harvey, David I.
29
Timmermann, Allan
29
Zhang, Yaojie
29
Hammoudeh, Shawkat
28
Ryu, Doojin
28
Shahzad, Syed Jawad Hussain
28
Apergēs, Nikolaos
27
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Economic modelling
8
Finance research letters
7
Applied economics letters
5
Empirica : journal of european economics
5
International review of financial analysis
5
Research in international business and finance
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International journal of finance & economics : IJFE
4
Journal of economics and finance : JEF
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Computational economics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Energy economics
3
European review of economics and finance
3
Journal of economics and finance
3
Journal of policy modeling : JPMOD ; a social science forum of world issues
3
Applied economics
2
Applied financial economics
2
Asia Pacific financial 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 forecasting
2
Journal of international money and finance
2
Pacific-Basin finance journal
2
Review of development finance
2
Review of financial economics : RFE
2
Review of quantitative finance and accounting
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Applied financial economics letters
1
CBN journal of applied statistics
1
Canadian journal of agricultural economics : CJAE
1
China economic journal : the official journal of the China Center for Economic Research (CCER) at National School of Development (NSD), Peking University
1
Eastern economic journal
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Economics letters
1
Financial innovation : FIN
1
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ECONIS (ZBW)
128
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21
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30
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21
Economic policy uncertainty : persistence and cross-country linkages
Abakah, Emmanuel Joel Aikins
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013286262
Saved in:
22
MAX momentum in cryptocurrency markets
Li, Yi
;
Urquhart, Andrew
;
Wang, Pengfei
;
Zhang, Wei
- In:
International review of financial analysis
77
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012806335
Saved in:
23
Modelling stock market data in China : cisis and Coronavirus
Cristofaro, Lorenzo
;
Gil-Alaña, Luis A.
;
Chen, Zhongfei
; …
- In:
Finance research letters
41
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013336246
Saved in:
24
Persistence in the market risk premium : evidence across countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
45
(
2021
)
3
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012547070
Saved in:
25
Re-examination of international bond market dependence : evidence from a pair copula approach
Abakah, Emmanuel Joel Aikins
;
Addo, Emmanuel
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-35
Persistent link: https://www.econbiz.de/10012803932
Saved in:
26
Stay-at-home stocks versus go-outside stocks : the impacts of COVID-19 on the Chinese stock market
Shen, Dehua
;
Zhang, Wei
- In:
Asia Pacific financial markets
28
(
2021
)
2
,
pp. 305-318
Persistent link: https://www.econbiz.de/10012542751
Saved in:
27
Asymmetry of retail investors attention and asymmetric volatility : evidence from China
Chen, Shuning
;
Zhang, Wei
;
Feng, Xu
;
Xiong, Xiong
- In:
Finance research letters
36
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012483350
Saved in:
28
Does intraday time-series momentum exist in Chinese stock index futures market?
Li, Yi
;
Shen, Dehua
;
Wang, Pengfei
;
Zhang, Wei
- In:
Finance research letters
35
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012438384
Saved in:
29
The equity premium in China
Huang, Ping
;
Zhou, Zhong-Qiang
;
Zhang, Wei
- In:
Applied economics letters
27
(
2020
)
13
,
pp. 1112-1118
Persistent link: https://www.econbiz.de/10012267068
Saved in:
30
A fractional cointegration var analysis of exchange rate dynamics
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012658798
Saved in:
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