Narrow search
Showing 1 - 8 of 8
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
Cover Image
A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A. - In: Economic modelling 18 (2001) 4, pp. 643-658
Persistent link: https://www.econbiz.de/10001654141
Cover Image
Persistence and cycles in US hours worked
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Economic modelling 38 (2014), pp. 504-511
Persistent link: https://www.econbiz.de/10010418982
Cover Image
Real convergence in Latin America : a fractionally integrated approach
Ayala, Astrid; Cuñado Eizaguirre, Juncal; Gil-Alaña, … - In: Applied financial economics 22 (2012) 19/21, pp. 1713-1717
Persistent link: https://www.econbiz.de/10009715934
Cover Image
Testing fractional integration with monthly data
Gil-Alaña, Luis A. - In: Economic modelling 16 (1999) 4, pp. 613-629
Persistent link: https://www.econbiz.de/10001426392
Cover Image
Long rage dependence in daily stock returns
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Applied financial economics 14 (2004) 6, pp. 375-383
Persistent link: https://www.econbiz.de/10001970911
Cover Image
The persistence and asymmetric volatility in the Nigerian stock bull and bear markets
Yaya, OlaOluwa S.; Gil-Alaña, Luis A. - In: Economic modelling 38 (2014), pp. 463-469
Persistent link: https://www.econbiz.de/10010419012