Narrow search
Showing 1 - 6 of 6
Cover Image
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
Cover Image
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
Cover Image
Generalized fractional time series modelling of the relationship between consumption and income in the UK
Gil-Alaña, Luis A. - In: Applied econometrics and international development 3 (2003) 1, pp. 103-112
Persistent link: https://www.econbiz.de/10003718426
Cover Image
Testing the order of integration of the UK unemployment
Gil-Alaña, Luis A. - In: Applied econometrics and international development 2 (2002) 1, pp. 21-40
Persistent link: https://www.econbiz.de/10003716812
Cover Image
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
Cover Image
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