//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics"
~subject:"Time series analysis"
~subject:"long memory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Finansų rinkų statistinis tyri...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
long memory
GARCH
26
ARCH model
22
ARCH-Modell
22
Estimation
20
Schätzung
20
Zeitreihenanalyse
19
Volatility
18
Volatilität
18
fractional integration
15
Theorie
10
Theory
10
persistence
9
Börsenkurs
8
Share price
8
Capital income
6
Geldpolitik
6
Kapitaleinkommen
6
Monetary policy
6
Economic growth
4
Forecasting model
4
Inflation
4
Option pricing theory
4
Optionspreistheorie
4
Prognoseverfahren
4
Wirtschaftswachstum
4
volatility
4
China
3
Coronavirus
3
Impact assessment
3
Portfolio selection
3
Portfolio-Management
3
Risikomaß
3
Risk measure
3
Wirkungsanalyse
3
Aktienmarkt
2
Arbeitslosigkeit
2
Business cycle
2
Central bank
2
more ...
less ...
Online availability
All
Undetermined
14
Free
2
Type of publication
All
Article
19
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Language
All
English
19
Author
All
Gil-Alaña, Luis A.
8
Caporale, Guglielmo Maria
2
André, Christophe
1
Awe, Olushina Olawale
1
Bampinas, Georgios
1
Barros, Carlos Pestana
1
Bermejo Muñoz, Lorenzo
1
Blazevic Buric, Sanja
1
Chatzikonstanti, Vasiliki
1
Cheng, Jen-chi
1
Choo, Wei Chong
1
Chávez, Pedro
1
Clark, Steven P.
1
Coggin, T. Daniel
1
Coleman, Simeon
1
Gupta, Rangan
1
Gómez-Zaldívar, Manuel
1
Hwang, Sun Young
1
Javed, Farrukh
1
Kim, Jong-Min
1
Kim, Sahm
1
Kim, Yunsun
1
Kiss, Tamás
1
Ladopoulos, Konstantinos
1
Lee, Chien-chiang
1
Leone, Vitor
1
Liu, Min
1
Luo, H. Arthur
1
Malmierca, Maria
1
Malmierca-Ordoqui, Maria
1
Osman, Mohamed
1
Panagiōtidēs, Theodōros
1
Peypoch, Nicolas
1
Sauci, Laura
1
Tsui, Albert K.
1
Ventosa-Santaulària, Daniel
1
Vijverberg, Chu-ping C.
1
Vu Thanh Hai
1
Zhang, Zhaoyong
1
Österholm, Pär
1
more ...
less ...
Published in...
All
Applied economics
CESifo working papers
34
CESifo Working Paper
21
Economics and finance working paper series
19
Economics letters
14
Discussion papers / Deutsches Institut für Wirtschaftsforschung
13
Journal of econometrics
13
Discussion paper / Tinbergen Institute
12
Energy economics
10
Finance research letters
10
Applied economics letters
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Journal of empirical finance
9
DIW Discussion Papers
8
Econometric reviews
8
International journal of economics and finance
7
International journal of finance & economics : IJFE
7
CREATES Research Papers
6
Econometric Institute Report
6
Econometric Institute Research Papers
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Queen's Economics Department Working Paper
6
Working Papers / Economics Department, Queen's University
6
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
5
International review of financial analysis
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of financial econometrics
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Queen's Economics Department working paper
5
Research in international business and finance
5
CBN journal of applied statistics
4
CREATES research paper
4
Computational economics
4
Economic modelling
4
International journal of monetary economics and finance
4
International review of economics & finance : IREF
4
Journal of banking & finance
4
Journal of economics and finance
4
Journal of time series econometrics
4
Review of development finance
4
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Long memory and fractional integration in the housing price series of London and Paris
Gil-Alaña, Luis A.
;
Barros, Carlos Pestana
;
Peypoch, …
- In:
Applied economics
46
(
2014
)
25/27
,
pp. 3377-3388
Persistent link: https://www.econbiz.de/10010419087
Saved in:
2
Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries
André, Christophe
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
- In:
Applied economics
46
(
2014
)
16/18
,
pp. 2127-2138
Persistent link: https://www.econbiz.de/10010413319
Saved in:
3
An investigation of regime shifts in UK commercial property returns : a time series analysis
Coleman, Simeon
;
Leone, Vitor
- In:
Applied economics
47
(
2015
)
58/60
,
pp. 6479-6492
Persistent link: https://www.econbiz.de/10011412030
Saved in:
4
Persistence in the private debt-t- GDP ratio : evidence from 43 OECD countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics
53
(
2021
)
43
,
pp. 5018-5027
Persistent link: https://www.econbiz.de/10012609922
Saved in:
5
Long memory and mean reversion in real exchange rates in Latin America
Gil-Alaña, Luis A.
;
Sauci, Laura
- In:
Applied economics
50
(
2018
)
29
,
pp. 3148-3155
Persistent link: https://www.econbiz.de/10012037549
Saved in:
6
On the persistence of prices in Mexico : a fractional integration approach
Ventosa-Santaulària, Daniel
;
Gómez-Zaldívar, Manuel
; …
- In:
Applied economics
49
(
2017
)
60
,
pp. 6014-6023
Persistent link: https://www.econbiz.de/10011845899
Saved in:
7
A study of fractionally integrated time series using descriptive methods
Clark, Steven P.
;
Coggin, T. Daniel
- In:
Applied economics
50
(
2018
)
2
,
pp. 172-186
Persistent link: https://www.econbiz.de/10011845932
Saved in:
8
Time series analysis of economic growth rate series in Nigeria : structural breaks, non-linearities and reasons behind the recent recession
Awe, Olushina Olawale
;
Gil-Alaña, Luis A.
- In:
Applied economics
51
(
2019
)
50
,
pp. 5482-5489
Persistent link: https://www.econbiz.de/10012197247
Saved in:
9
Testing Okun's Law : theoretical and empirical considerations using fractional integration
Gil-Alaña, Luis A.
;
Škare, Marinko
;
Blazevic Buric, Sanja
- In:
Applied economics
52
(
2020
)
5
,
pp. 459-474
Persistent link: https://www.econbiz.de/10012197424
Saved in:
10
Persistence, mean reversion, and non-linearities in inflation rates in the GCC countries : an eclectic approach
Osman, Mohamed
- In:
Applied economics
53
(
2021
)
8
,
pp. 913-923
Persistent link: https://www.econbiz.de/10012425441
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->