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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
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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
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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
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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
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Investor-fans? : An examination of the performance of publicly traded English Premier League teams
Zuber, Richard A.; Yiu, Patrick; Lamb, Reinhold P.; … - In: Applied financial economics 15 (2005) 5, pp. 305-313
Persistent link: https://www.econbiz.de/10002674377
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Binominal pricing of fixed-income securities for increasing and decreasing interest rate cases
Johnson, Robert S.; Zuber, Richard A.; Gandar, John M. - In: Applied financial economics 16 (2006) 14, pp. 1029-1046
Persistent link: https://www.econbiz.de/10003377862
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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
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In search of the source of informed trader information in the college football betting market
Dare, William H.; Gandar, John M.; Zuber, Richard A.; … - In: Applied financial economics 15 (2005) 3, pp. 143-152
Persistent link: https://www.econbiz.de/10002597685
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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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The reaction of stock returns to Department of Homeland Security threat level changes
Mooney, Dennis; Zuber, Richard A.; Gandar, John M.; … - In: Applied financial economics 16 (2006) 5, pp. 361-369
Persistent link: https://www.econbiz.de/10003289269