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Long memory in financial time...
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Time series analysis
67
Zeitreihenanalyse
67
Estimation
65
Schätzung
65
Fractional integration
56
Long memory
40
Cointegration
33
Kointegration
33
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33
fractional integration
33
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long memory
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persistence
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Gil-Alaña, Luis A.
136
Gil-Alana, Luis A.
58
Caporale, Guglielmo Maria
47
Gil-Alana, Luis
43
Gupta, Rangan
21
Barros, Carlos Pestana
18
Abakah, Emmanuel Joel Aikins
13
Payne, James E.
12
Carcel, Hector
11
Cuestas, Juan Carlos
9
Plastun, Alex
9
Yaya, OlaOluwa S.
9
Caporale, Guglielmo
7
Cunado, Juncal
6
Faria, João Ricardo
6
Tiwari, Aviral Kumar
6
Tripathy, Trilochan
6
Wanke, Peter
6
Aye, Goodness C.
5
Chen, Zhongfei
5
Cuñado Eizaguirre, Juncal
5
Gil-Alana, L.
5
Gil-Alana, Luis Alberiko
5
Moreno, Antonio
5
Mudida, Robert
5
Poza, Carlos
5
Barros, Carlos
4
Barros, Carlos P.
4
Chang, Tsangyao
4
Mervar, Andrea
4
André, Christophe
3
Canarella, Giorgio
3
Dettoni, Robinson
3
Faria, Joao Ricardo
3
Gil-López, Águeda
3
Gracia, Fernando Pérez de
3
Madigu, Godfrey
3
Makarenko, Inna
3
Malmierca-Ordoqui, Maria
3
Miller, Stephen M.
3
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Applied Economics
17
Applied economics
15
Economics Letters
8
Tourism economics : the business and finance of tourism and recreation
8
Empirical Economics
7
Finance research letters
7
International review of economics & finance : IREF
7
Research in international business and finance
7
Applied economics letters
6
Economic Modelling
6
Journal of economics and finance
6
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
Review of development finance
5
Empirica
4
Empirica : journal of european economics
4
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4
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4
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4
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4
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4
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3
Defence and Peace Economics
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Energy Economics
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Energy Policy
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
International Advances in Economic Research
3
International Review of Financial Analysis
3
International review of financial analysis
3
Journal of Applied Statistics
3
Journal of Economic Studies
3
Journal of Economics and Finance
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Annales d'Economie et de Statistique
2
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2
Computational economics
2
Defence and peace economics
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2
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
Energy economics
2
International Journal of Finance & Economics
2
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ECONIS (ZBW)
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RePEc
107
Other ZBW resources
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Fractional integration with Bloomfield disturbances in the specification of real output in the G7 countries
Gil-Alaña, Luis A.
(
contributor
)
- In:
Topics in macroeconomics
3
(
2003
)
1
Persistent link: https://www.econbiz.de/10001800507
Saved in:
2
Economic growth and recovery after civil wars
Gil-Alaña, Luis A.
;
Prakarsh Singh
- In:
Peace economics, peace science and public policy
20
(
2014
)
4
,
pp. 565-574
Persistent link: https://www.econbiz.de/10010510893
Saved in:
3
Inflation convergence in the East African community : a fractional integration and cointegration study
Carcel, Hector
;
Gil-Alaña, Luis A.
;
Madigu, Godfrey
- In:
Global economy journal : GEJ
15
(
2015
)
4
,
pp. 507-524
Persistent link: https://www.econbiz.de/10011427972
Saved in:
4
Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials
Cuestas, Juan Carlos
;
Gil-Alaña, Luis A.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10011431128
Saved in:
5
Testing the Marshall-Lerner condition in Kenya
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Mudida, …
- In:
The South African journal of economics
83
(
2015
)
2
,
pp. 253-268
Persistent link: https://www.econbiz.de/10011439870
Saved in:
6
The Kenyan stock market : inefficiency, long memory, persistence and anomalies in the NSE-20
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
- In:
African journal of economic and sustainable development
4
(
2015
)
3
,
pp. 254-277
Persistent link: https://www.econbiz.de/10011440196
Saved in:
7
Mozambique metical exchange rate dynamics : evidence of fractional co-integration in the USA and South African rates
Barros, Carlos P.
;
Gil-Alaña, Luis A.
;
Faria, João Ricardo
- In:
The South African journal of economics
83
(
2015
)
4
,
pp. 569-575
Persistent link: https://www.econbiz.de/10011441920
Saved in:
8
Interest rate dynamics in Kenya : commercial banks' rates and the 91-day treasury bill rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Journal of international development : the journal of …
28
(
2016
)
2
,
pp. 214-232
Persistent link: https://www.econbiz.de/10011552186
Saved in:
9
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:
10
Fractional integration and structural breaks in bank share prices in Nigeria
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
;
Adepoju, Adedayo A.
- In:
Review of development finance
5
(
2015
)
1
,
pp. 13-23
Persistent link: https://www.econbiz.de/10011447216
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