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~subject:"Aktienmarkt"
~subject:"Großbritannien"
~subject:"Structural break"
~type:"article"
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Search: subject:"Fractional integration"
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Aktienmarkt
Großbritannien
Structural break
Fractional integration
185
Time series analysis
159
Zeitreihenanalyse
159
Estimation
134
Schätzung
134
fractional integration
125
Theorie
62
Theory
62
Long memory
51
Cointegration
49
Kointegration
47
Volatility
37
long memory
36
Persistence
35
Volatilität
35
Capital income
30
Kapitaleinkommen
30
Börsenkurs
29
Share price
29
Stock market
26
Estimation theory
25
Schätztheorie
25
Inflation
24
persistence
24
Strukturbruch
23
USA
23
United States
23
Einheitswurzeltest
18
Unit root test
18
United Kingdom
17
Forecasting model
15
Fractional Integration
15
Inflation rate
15
Inflationsrate
15
Prognoseverfahren
15
EU countries
14
EU-Staaten
14
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12
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59
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58
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58
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English
58
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Gil-Alaña, Luis A.
29
Caporale, Guglielmo Maria
15
Abakah, Emmanuel Joel Aikins
4
Carcel, Hector
3
Sibbertsen, Philipp
3
Yaya, OlaOluwa S.
3
You, Kefei
3
Adekoya, Oluwasegun B.
2
Babalos, Vassilios
2
Barros, Carlos Pestana
2
Canarella, Giorgio
2
Kiohos, Apostolos
2
Koulakiotis, Athanasios
2
Makarenko, Inna
2
Miller, Stephen M.
2
Plastun, Alex
2
Trani, Tommaso
2
Adediran, Idris A.
1
Adepoju, Adedayo A.
1
Afzal, Alia
1
Akinsomi, Omokolade
1
Al-Shboul, Mohammad
1
Amanjot Singh
1
Andersen, Torben
1
Anwar, Sajid
1
Apergēs, Nikolaos
1
Arthur, Emmanuel Kwesi
1
Awe, Olushina Olawale
1
Barassi, Marco R.
1
Basse, Tobias
1
Bhattacharya, Mousumi
1
Bhattacharya, Sharad Nath
1
Cagli, Efe Çaglar
1
Chen, Yi-Hsuan
1
Chiang, Thomas C.
1
Christopulos, Dēmētrēs K.
1
Coleman, Simeon
1
Conrad, Christian
1
Coskun, Yener
1
Cuestas, Juan Carlos
1
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International review of economics & finance : IREF
4
Applied economics
3
Finance research letters
3
International journal of finance & economics : IJFE
3
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of banking & finance
2
Journal of economics and finance : JEF
2
Research in international business and finance
2
Review of development finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied economics letters
1
CBN journal of applied statistics
1
Defence and peace economics
1
Eastern economic journal
1
Econometric reviews
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
Estudios de economía
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
1
International advances in economic research
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of economic perspectives : IJEP
1
International journal of economic policy in emerging economies
1
International journal of monetary economics and finance
1
Journal of Asia Pacific business
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economic integration : jei
1
Journal of economic studies
1
Journal of economics and finance
1
Journal of empirical finance
1
Journal of money, credit and banking : JMCB
1
Journal of quantitative economics
1
Open economies review
1
The journal of real estate finance and economics
1
Theoretical economics letters
1
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1
Long memory, spurious memory : persistence in range-based volatility of exchange rates
Afzal, Alia
;
Sibbertsen, Philipp
- In:
Open economies review
34
(
2023
)
4
,
pp. 789-811
Persistent link: https://www.econbiz.de/10014383572
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
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
4
U.S. house prices by Census Division : persistence, trends and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International advances in economic research
29
(
2023
)
1/2
,
pp. 79-90
Persistent link: https://www.econbiz.de/10014251676
Saved in:
5
Stock market linkages between the ASEAN countries, China and the US : a
fractional
integration
/cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
5
,
pp. 1502-1514
Persistent link: https://www.econbiz.de/10013167095
Saved in:
6
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
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
Global and regional financial integration in emerging Asia : evidence from stock markets
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
- In:
Journal of economic integration : jei
36
(
2021
)
2
,
pp. 185-202
Persistent link: https://www.econbiz.de/10012620110
Saved in:
9
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:
10
Fractional
integration
and volatility transmission between real estate and stock markets : novel evidence from a FIGARCH-BEKK approach
Kyriakou, Maria I.
;
Koulakiotis, Athanasios
;
Kiohos, …
- In:
The journal of real estate finance and economics
66
(
2023
)
4
,
pp. 939-962
Persistent link: https://www.econbiz.de/10014258997
Saved in:
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