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~isPartOf:"Applied financial economics"
~isPartOf:"Economia internazionale"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Dickens, Ross N."
~person:"Gil-Alaña, Luis A."
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Dickens, Ross N.
Gil-Alaña, Luis A.
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Applied financial economics
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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
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:
3
The UK unemployment : long memory, seasonality and other implicit dynamics
Gil-Alaña, Luis A.
- In:
Economia internazionale
56
(
2003
)
3
,
pp. 323-335
Persistent link: https://www.econbiz.de/10001984767
Saved in:
4
UK unemployment dynamics : a fractionally cointegrated approach
Gil-Alaña, Luis A.
- In:
Economia internazionale
59
(
2006
)
1
,
pp. 33-50
Persistent link: https://www.econbiz.de/10003330750
Saved in:
5
On the relationships among real, monetary, and financial variables
Darrat, Ali F.
;
Dickens, Ross N.
- In:
Applied financial economics
9
(
1999
)
3
,
pp. 289-293
Persistent link: https://www.econbiz.de/10001454522
Saved in:
6
Interactions between mortgage and other capital markets in the USA : has financial deregulation made a difference?
Darrat, Ali F.
;
Dickens, Ross N.
;
Al-Khazali, Osamah
- In:
Applied financial economics
16
(
2006
)
4
,
pp. 335-346
Persistent link: https://www.econbiz.de/10003289242
Saved in:
7
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:
8
The oil industry's response to new avenues in futures trading
Hunsader, Kenneth J.
;
Dickens, Ross N.
- In:
Applied financial economics
21
(
2011
)
4/6
,
pp. 401-413
Persistent link: https://www.econbiz.de/10009124542
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
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