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~isPartOf:"Annales d'économie et de statistique"
~isPartOf:"Applied financial economics"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Chiu, Chien-liang"
~person:"Gil-Alaña, Luis A."
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Chiu, Chien-liang
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Annales d'économie et de statistique
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1
Fractional integration in the stock market volatility series
Gil-Alaña, Luis A.
- In:
International journal of theoretical and applied finance
5
(
2002
)
8
,
pp. 775-783
Persistent link: https://www.econbiz.de/10001763176
Saved in:
2
Estimation of fractionally ARIMA models for the UK unemployment
Gil-Alaña, Luis A.
- In:
Annales d'économie et de statistique
(
2001
),
pp. 127-137
Persistent link: https://www.econbiz.de/10001612456
Saved in:
3
Measuring the memory parameter on several transformations of asset returns
Gil-Alaña, Luis A.
- In:
International journal of theoretical and applied finance
8
(
2005
)
6
,
pp. 675-692
Persistent link: https://www.econbiz.de/10003133833
Saved in:
4
The relationship between the S&P 500 spot and futures indices : brothers or cousins?
Chiu, Chien-liang
;
Chiang, Shu-mei
;
Kao, Feng
- In:
Applied financial economics
16
(
2006
)
5
,
pp. 405-412
Persistent link: https://www.econbiz.de/10003289287
Saved in:
5
Hedging with zero-value at risk hedge ratio
Hung, Jui-cheng
;
Chiu, Chien-liang
;
Lee, Mingchih
- In:
Applied financial economics
16
(
2006
)
3
,
pp. 259-269
Persistent link: https://www.econbiz.de/10003291892
Saved in:
6
Estimation of value-at-risk under jump dynamics and asymmetric information
Chiu, Chien-liang
;
Lee, Ming-chih
;
Hung, Jui-cheng
- In:
Applied financial economics
15
(
2005
)
15
,
pp. 1095-1106
Persistent link: https://www.econbiz.de/10003213436
Saved in:
7
Testing seasonality in the context of fractionally integrated processes
Gil-Alaña, Luis A.
- In:
Annales d'économie et de statistique
81
(
2006
),
pp. 69-91
Persistent link: https://www.econbiz.de/10003376911
Saved in:
8
Testing for stock market bubbles using nonlinear models and fractional integration
Cuñado Eizaguirre, Juncal
;
Gil-Alaña, Luis A.
;
Perez …
- In:
Applied financial economics
17
(
2007
)
16/18
,
pp. 1313-1321
Persistent link: https://www.econbiz.de/10003605836
Saved in:
9
The weekly structure of US stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1757-1764
Persistent link: https://www.econbiz.de/10009384839
Saved in:
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