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~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Gil-Alaña, Luis A."
~person:"Lee, Chien-chiang"
~person:"Stiglitz, Joseph E."
~subject:"Fractional integration"
~subject:"Kapitaleinkommen"
~subject:"Volatility"
~type_genre:"Article in journal"
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Fractional integration
Kapitaleinkommen
Volatility
Theorie
268
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Estimation
212
Schätzung
212
Time series analysis
195
Zeitreihenanalyse
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USA
154
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145
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94
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94
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93
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84
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fractional integration
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Fabozzi, Frank J.
Gil-Alaña, Luis A.
Lee, Chien-chiang
Stiglitz, Joseph E.
Gupta, Rangan
223
Bouri, Elie
112
Ma, Feng
106
Zaremba, Adam
106
McMillan, David G.
98
Wohar, Mark E.
90
Tiwari, Aviral Kumar
89
Hammoudeh, Shawkat
80
Caporale, Guglielmo Maria
75
McAleer, Michael
75
Narayan, Paresh Kumar
75
Bahmani-Oskooee, Mohsen
73
Wang, Yudong
64
Xuan Vinh Vo
63
Pierdzioch, Christian
61
Faff, Robert W.
60
Kang, Sang Hoon
60
Zhang, Yaojie
59
Demirer, Rıza
58
Brooks, Robert
55
Mensi, Walid
55
Bali, Turan G.
54
Salisu, Afees A.
54
Bollerslev, Tim
53
Lucey, Brian M.
51
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50
Ryu, Doojin
49
Apergēs, Nikolaos
48
Balcilar, Mehmet
48
Kumar, Dilip
48
Corbet, Shaen
46
Zhang, Wei
46
Cakici, Nusret
45
Liang, Chao
45
Sehgal, Sanjay
45
Shahzad, Syed Jawad Hussain
45
Yin, Libo
44
Yoon, Seong-min
43
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Finance research letters
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International review of economics & finance : IREF
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Review of quantitative finance and accounting
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Asian Journal of Empirical Research
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Defence and peace economics
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Econometric reviews
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirica : journal of european economics
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ECONIS (ZBW)
174
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1
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:
2
A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis
Furuoka, Fumitaka
;
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
; …
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
6
,
pp. 2471-2499
Persistent link: https://www.econbiz.de/10015048304
Saved in:
3
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Çekin, Semih Emre
;
Ivashchenko, Sergey
;
Gupta, Rangan
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014543555
Saved in:
4
The role of green energy stock market in forecasting China's crude oil market : an application of IIS approach and sparse regression models
Khan, Faridoon
;
Muhammadullah, Sara
;
Arshian Sharif
; …
- In:
Energy economics
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014559200
Saved in:
5
Stock market indices and sustainability : a comparison between them
Dios-Alija, Teresa de
;
Río Caballero, Marta del
; …
- In:
Journal of sustainable finance & investment
14
(
2024
)
3
,
pp. 642-657
Persistent link: https://www.econbiz.de/10015053395
Saved in:
6
CEO inside debt and downside risk : evidence from internal and external environments
Lee, Chien-chiang
;
Wang, Chih-Wei
;
Wu, Yu-Ching
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463320
Saved in:
7
Credit-to-GDP ratios – non-linear trends and persistence : evidence from 44 OECD economies
Cuestas, Juan Carlos
;
Gil-Alaña, Luis A.
;
Malmierca, María
- In:
Journal of economic studies
50
(
2023
)
3
,
pp. 448-463
Persistent link: https://www.econbiz.de/10014252396
Saved in:
8
The impact of central bank digital currency variation on firm's implied volatility
Lee, Chien-chiang
;
Wang, Chih-Wei
;
Hsieh, Hsin-Yi
; …
- In:
Research in international business and finance
64
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014279249
Saved in:
9
The impact of COVID-19 pandemic on hospitality stock returns in China
Lee, Chi-Chuan
;
Lee, Chien-chiang
;
Wu, Yizhong
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1787-1800
Persistent link: https://www.econbiz.de/10014253449
Saved in:
10
International spillovers of U.S. monetary uncertainty and equity market volatility to China's stock markets
Lee, Chi-Chuan
;
Lee, Chien-chiang
- In:
Journal of Asian economics
84
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014248299
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