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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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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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UK overseas visitors : seasonality and persistence
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Tourism economics : the business and finance of tourism … 25 (2019) 5, pp. 827-831
Persistent link: https://www.econbiz.de/10012182194
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Persistence, seasonality, and fractional integration within a nonlinear framework : evidence from US citizens' overseas travel
Gil-Alaña, Luis A.; Payne, James E. - In: Tourism economics : the business and finance of tourism … 28 (2022) 3, pp. 654-660
Persistent link: https://www.econbiz.de/10013267944
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The relationship between the S&P 500 spot and futures indices : brothers or cousins?
Chiu, Chien-liang; Chiang, Shu-mei; Kao, Feng - In: Applied financial economics 16 (2006) 5, pp. 405-412
Persistent link: https://www.econbiz.de/10003289287
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Hedging with zero-value at risk hedge ratio
Hung, Jui-cheng; Chiu, Chien-liang; Lee, Mingchih - In: Applied financial economics 16 (2006) 3, pp. 259-269
Persistent link: https://www.econbiz.de/10003291892
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Estimation of value-at-risk under jump dynamics and asymmetric information
Chiu, Chien-liang; Lee, Ming-chih; Hung, Jui-cheng - In: Applied financial economics 15 (2005) 15, pp. 1095-1106
Persistent link: https://www.econbiz.de/10003213436
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Fractional integration and structural breaks : evidence from international monthly arrivals in the USA
Cuñado Eizaguirre, Juncal; Gil-Alaña, Luis A.; Perez … - In: Tourism economics : the business and finance of tourism … 14 (2008) 1, pp. 13-23
Persistent link: https://www.econbiz.de/10003669299
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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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Data measurement and the change in persistence of tourist arrivals to the United States in the aftermath of the September 11th terrorist attacks
Payne, James E.; Gil-Alaña, Luis A. - In: Tourism economics : the business and finance of tourism … 24 (2018) 1, pp. 41-50
Persistent link: https://www.econbiz.de/10011873327