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~language:"eng"
~person:"Gil-Alaña, Luis A."
~person:"Timmermann, Allan"
~subject:"Kapitaleinkommen"
~type_genre:"Article in book"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Kapitaleinkommen
Time series analysis
187
Zeitreihenanalyse
187
Estimation
147
Schätzung
147
Theorie
119
Theory
119
USA
98
United States
98
Cointegration
65
Kointegration
65
Forecasting model
63
Prognoseverfahren
63
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61
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61
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60
Fractional integration
55
Großbritannien
51
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51
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50
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50
fractional integration
44
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41
Unit root test
41
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39
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39
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38
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38
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38
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34
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30
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27
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Gil-Alaña, Luis A.
Timmermann, Allan
Gupta, Rangan
120
Zaremba, Adam
94
McMillan, David G.
67
Narayan, Paresh Kumar
59
Wohar, Mark E.
58
Faff, Robert W.
46
Bouri, Elie
44
Bali, Turan G.
41
Cakici, Nusret
41
Ma, Feng
40
Tiwari, Aviral Kumar
38
Fletcher, Jonathan
36
Brooks, Robert
35
Chiang, Thomas C.
35
Demirer, Rıza
35
Wang, Yudong
35
Pierdzioch, Christian
33
Sehgal, Sanjay
33
Titman, Sheridan
33
Zhang, Wei
33
Nguyen, Duc Khuong
32
Caporale, Guglielmo Maria
31
Fabozzi, Frank J.
30
Zhou, Guofu
30
Harvey, Campbell R.
29
Subrahmanyam, Avanidhar
29
Xuan Vinh Vo
28
Guidolin, Massimo
27
Lee, Bong-soo
27
Wei, K. C. John
27
Bollerslev, Tim
26
Hammoudeh, Shawkat
26
Ryu, Doojin
26
Shahzad, Syed Jawad Hussain
26
Balcilar, Mehmet
25
Satchell, Stephen
25
Shen, Dehua
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Finance research letters
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International journal of forecasting
4
Journal of financial economics
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Journal of econometrics
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The economic journal : the journal of the Royal Economic Society
3
The journal of finance : the journal of the American Finance Association
3
Applied economics letters
2
Computational economics
2
International journal of finance & economics : IJFE
2
International journal of theoretical and applied finance
2
Journal of banking & finance
2
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2
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2
Applied financial economics
1
Applied financial economics letters
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Economic policy : a European forum
1
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1
Essays in nonlinear time series econometrics
1
European finance review : the official journal of the European Finance Association
1
European review of economics and finance
1
Forecasting volatility in the financial markets
1
International review of financial analysis
1
Journal of applied econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of international money and finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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Research in international business and finance
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Review of development finance
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Review of quantitative finance and accounting
1
Stock returns : cyclicity, prediction and economic consequences
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The Manchester School
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The quarterly journal of economics
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
60
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60
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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
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:
3
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:
4
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
Saved in:
5
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 553-576
Persistent link: https://www.econbiz.de/10013474424
Saved in:
6
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
7
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
Saved in:
8
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
9
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:
10
Picking funds with confidence
Grønborg, Niels S.
;
Lunde, Asger
;
Timmermann, Allan
; …
- In:
Journal of financial economics
139
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012650222
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