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Search: subject:"Fractional Cointegration"
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Subject
All
Kointegration
152
fractional cointegration
152
Cointegration
144
Fractional cointegration
144
Schätzung
111
Estimation
106
Zeitreihenanalyse
81
Time series analysis
77
long memory
48
fractional integration
44
Theorie
43
Fractional Cointegration
39
Theory
37
Börsenkurs
36
Share price
35
Long memory
32
USA
28
Schätztheorie
25
VAR model
24
Aktienmarkt
23
Stock market
23
United States
23
Estimation theory
22
Volatility
22
Volatilität
22
VAR-Modell
21
Forecasting model
18
Großbritannien
18
Prognoseverfahren
18
United Kingdom
18
EU-Staaten
16
Fractional integration
16
cointegration rank
16
EU countries
15
Long Memory
14
vector autoregressive model
13
futures markets
12
realized volatility
12
vector error correction model
12
China
11
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Online availability
All
Free
223
Undetermined
104
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Book / Working Paper
213
Article
149
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All
Article in journal
101
Aufsatz in Zeitschrift
101
Working Paper
88
Graue Literatur
42
Non-commercial literature
42
Arbeitspapier
41
Article
5
Aufsatz im Buch
2
Book section
2
Conference paper
2
Hochschulschrift
2
Konferenzbeitrag
2
Aufsatzsammlung
1
Collection of articles of several authors
1
Collection of articles written by one author
1
Interview
1
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1
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1
research-article
1
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English
251
Undetermined
111
Author
All
Gil-Alaña, Luis A.
51
Caporale, Guglielmo Maria
46
Nielsen, Morten Ørregaard
38
Sibbertsen, Philipp
23
Gil-Alana, Luis A.
19
Xu, Ke
17
Truchis, Gilles de
16
Keddad, Benjamin
14
Dolatabadi, Sepideh
13
Leschinski, Christian
13
Hualde, Javier
11
Morana, Claudio
11
Carlini, Federico
10
Robinson, Peter M
10
Aloy, Marcel
9
Dittmann, Ingolf
9
Gupta, Rangan
9
Robinson, Peter M.
9
Voges, Michelle
9
Bollerslev, Tim
7
Johansen, Søren
7
Santucci de Magistris, Paolo
7
Truchis, Gilles De
7
Abakah, Emmanuel Joel Aikins
6
Caporin, Massimiliano
6
Lasak, Katarzyna
6
MacKinnon, James G.
6
Magistris, Paolo Santucci de
6
Ranaldo, Angelo
6
Claudio-Quiroga, Gloria
5
Frederiksen, Per
5
Guesmi, Khaled
5
Kolaiti, Theoplasti
5
Mudida, Robert
5
Orlando, C. James
5
Robinson, Peter
5
Vides, José Carlos
5
Yaya, OlaOluwa S.
5
Andersen, Torben G.
4
Boutahar, Mohamed
4
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Institution
All
School of Economics and Management, University of Aarhus
18
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
12
HAL
11
London School of Economics (LSE)
11
Economics Department, Queen's University
10
Institut de Préparation à l'Administration et à la Gestion (IPAG)
6
Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
4
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
4
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
4
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
3
European Central Bank
3
CESifo
2
Center for Financial Studies
2
Department of Economics, Boston College
2
Department of Economics, Faculty of Economic and Management Sciences
2
International Centre for Economic Research (ICER)
2
Økonomisk Institut, Københavns Universitet
2
Departamento de Economía - Universidad Pública de Navarra
1
Department of Econometrics and Business Statistics, Monash Business School
1
Department of Economics, National University of Singapore
1
Department of Economics, University of Birmingham
1
Department of Economics, University of Pennsylvania
1
Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova
1
EconWPA
1
Fachbereich Rechts- und Wirtschaftswissenschaften, Technische Universität Darmstadt
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Graduate School of Economics, Hitotsubashi University
1
School of Economics and Business Administration, University of Navarra
1
School of Economics and Finance, Queen Mary
1
School of Finance, Universität St. Gallen
1
Schweizerische Nationalbank (SNB)
1
Tinbergen Instituut
1
William Davidson Institute, University of Michigan
1
İktisadi ve İdari Bilimler Fakültesi, Dokuz Eylül Üniversitesi
1
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Published in...
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CREATES Research Papers
15
STICERD - Econometrics Paper Series
12
LSE Research Online Documents on Economics
11
Queen's Economics Department Working Paper
11
Working Papers / Economics Department, Queen's University
10
Working Papers / HAL
10
AMSE Working Papers
7
CESifo Working Paper
7
Economic modelling
7
Queen's Economics Department working paper
7
CESifo working papers
6
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
6
Hannover Economic Papers (HEP)
6
Working Papers / Institut de Préparation à l'Administration et à la Gestion (IPAG)
6
Applied economics
5
DIW Discussion Papers
5
Economics and finance working paper series
5
Energy economics
5
The North American journal of economics and finance : a journal of financial economics studies
5
Economic Modelling
4
Economics Bulletin
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
MPRA Paper
4
SFB 373 Discussion Paper
4
SFB 373 Discussion Papers
4
Studies in Nonlinear Dynamics & Econometrics
4
Technical Report
4
Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
4
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
4
Discussion Papers of DIW Berlin
3
ECB Working Paper
3
Econometrics
3
Econometrics : open access journal
3
Economics Working Papers / School of Economics and Management, University of Aarhus
3
Economics letters
3
Journal of banking & finance
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
3
Research in international business and finance
3
Working Paper Series / European Central Bank
3
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Source
All
RePEc
162
ECONIS (ZBW)
146
EconStor
52
BASE
1
Other ZBW resources
1
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191
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191
Linkages between the US and European stock markets : a
fractional
cointegration
approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
192
From oil to stock markets
Guesmi, Khaled
;
Boubaker, Heni
;
Lai, Van Son
- In:
Journal of economic integration
31
(
2016
)
1
,
pp. 103-133
Persistent link: https://www.econbiz.de/10011451684
Saved in:
193
A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
- In:
Journal of empirical finance
38
(
2016
),
pp. 623-639
Persistent link: https://www.econbiz.de/10011663388
Saved in:
194
Fractional integration and cointegration in merger and acquisitions in the US petroleum industry
Monge, Manuel
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
23
(
2016
)
10/12
,
pp. 701-704
Persistent link: https://www.econbiz.de/10011628404
Saved in:
195
Long-run comovements in East Asian stock market volatility
Truchis, Gilles de
;
Keddad, Benjamin
- In:
Open economies review
27
(
2016
)
5
,
pp. 969-986
Persistent link: https://www.econbiz.de/10011717069
Saved in:
196
Long memory and
fractional
cointegration
relationship between physical and financial oil markets
Ghorbel, Achraf
;
Souissi, Nessim
- In:
International journal of bonds and derivatives
2
(
2016
)
2
,
pp. 133-151
Persistent link: https://www.econbiz.de/10011587541
Saved in:
197
Revisiting the long memory dynamics of the implied-realized volatility relationship : new evidence from the wavelet regression
Baruník, Jozef
;
Hlínková, Michaela
- In:
Economic modelling
54
(
2016
),
pp. 503-514
Persistent link: https://www.econbiz.de/10011642296
Saved in:
198
On the risk comovements between the crude oil market and U.S. dollar exchange rates
Truchis, Gilles de
;
Keddad, Benjamin
- In:
Economic modelling
52
(
2016
),
pp. 206-215
Persistent link: https://www.econbiz.de/10011645629
Saved in:
199
Optimal estimation strategies for bivariate
fractional
cointegration
systems and the co-persistence analysis of stock market realized volatilities
Aloy, Marcel
;
Truchis, Gilles de
- In:
Computational economics
48
(
2016
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10011646595
Saved in:
200
The Feldstein-Horioka puzzle in South Africa : a
fractional
cointegration
approach
Gil-Alaña, Luis A.
;
André, Christophe
;
Gupta, Rangan
; …
- In:
The journal of international trade & economic development
25
(
2016
)
7/8
,
pp. 978-991
Persistent link: https://www.econbiz.de/10011709722
Saved in:
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