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~isPartOf:"Boston College working papers in economics"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Economics and finance working paper series"
~language:"eng"
~person:"Basu, Susanto"
~person:"Daníelsson, Jón"
~person:"Dreher, Axel"
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Koopman, Siem Jan"
~person:"Lucas, André"
~person:"Weder, Mark"
~subject:"Börsenkurs"
~subject:"Cointegration"
~subject:"Schätzung"
~subject:"USA"
~subject:"World"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Basu, Susanto
Daníelsson, Jón
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Boston College working papers in economics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Economics and finance working paper series
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1
Long memory and fractional integration in high frequency financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003979849
Saved in:
2
Global and regional financial integration in emerging Asia : evidence from stock markets
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
-
2017
Persistent link: https://www.econbiz.de/10011656662
Saved in:
3
Complementarity of labor market institutions, equilibrium unemployment and the persistence of business cycles
Burda, Michael C.
;
Weder, Mark
-
1999
Persistent link: https://www.econbiz.de/10001404964
Saved in:
4
Persistence in the Russian stock market volatility indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
Persistent link: https://www.econbiz.de/10011995731
Saved in:
5
Fractional integration and the persistence of UK inflation, 1210-2016
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2018
Persistent link: https://www.econbiz.de/10011995775
Saved in:
6
Long-term price overreactions : are markets inefficient?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520828
Saved in:
7
Exchange rate dynamics and monetary unions in Africa : a fractional integration and cointegration analysis
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Carcel, Hector
-
2015
Persistent link: https://www.econbiz.de/10010527158
Saved in:
8
The fisher relationship in Nigeria
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
-
2015
Persistent link: https://www.econbiz.de/10010527201
Saved in:
9
Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2014
Persistent link: https://www.econbiz.de/10010431600
Saved in:
10
Unemployment and input prices : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001606213
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