//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economic modelling"
~isPartOf:"Research in international business and finance"
~subject:"Business cycle"
~subject:"Cointegration"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Long memory and volatility dyn...
Similar by person
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Business cycle
Cointegration
Estimation
14
Schätzung
14
Theorie
10
Theory
10
Kointegration
9
Fractional integration
8
Time series analysis
8
Zeitreihenanalyse
8
USA
7
United States
7
Aktienmarkt
4
Börsenkurs
4
Fractional cointegration
4
Long memory
4
Persistence
4
Share price
4
Stock market
4
Volatility
4
Volatilität
4
Aktienindex
3
Einheitswurzeltest
3
Emerging economies
3
Estimation theory
3
Exchange rate
3
Großbritannien
3
Konjunktur
3
Schwellenländer
3
Schätztheorie
3
Stock index
3
Unit root test
3
United Kingdom
3
Virtual currency
3
Virtuelle Währung
3
Wechselkurs
3
ARCH model
2
ARCH-Modell
2
Ankündigungseffekt
2
Announcement effect
2
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Gil-Alaña, Luis A.
8
Caporale, Guglielmo Maria
7
Abakah, Emmanuel Joel Aikins
2
Antypas, Antonios
1
Barassi, Marco R.
1
Barros, Carlos Pestana
1
Costamagna, Rodrigo
1
Dettoni, Robinson
1
Di Colli, Stefano
1
Hall, Stephen G.
1
Kourogenis, Nikolaos
1
Lopez, Juan Sergio
1
Payne, James E.
1
Pittis, Nikitas
1
Poza, Carlos
1
Rojo, María Fátima Romero
1
Valenzuela, Mario
1
more ...
less ...
Published in...
All
Economic modelling
Research in international business and finance
CESifo working papers
37
Economics and finance working paper series
33
Discussion papers / Deutsches Institut für Wirtschaftsforschung
20
CESifo Working Paper Series
19
DIW Berlin Discussion Paper
17
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Discussion papers of interdisciplinary research project 373
11
Discussion paper / Centre for Economic Forecasting
10
Applied economics letters
5
CESifo Working Paper
5
International review of financial analysis
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Applied economics
4
Department of Economics working papers
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of finance & economics : IJFE
4
Applied financial economics
3
Department of Economics discussion paper / Department of Economics, The University of Birmingham
3
Discussion paper series / IZA
3
Discussion papers / The Centre for International Macroeconomics
3
Empirica : journal of european economics
3
Review of development finance
3
Review of financial economics : RFE
3
The journal of international trade & economic development
3
African development review
2
Bulletin of economic research
2
DIW Discussion Papers
2
Economics letters
2
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
Energy economics
2
Finance research letters
2
IHS economics series : working paper
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International review of economics & finance : IREF
2
Journal of forecasting
2
Oxford bulletin of economics and statistics
2
Reihe Ökonomie
2
The South African journal of economics
2
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
Economic policy uncertainty : persistence and cross-country linkages
Abakah, Emmanuel Joel Aikins
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013286262
Saved in:
3
High and low prices and the range in the European stock markets : a long-memory approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Research in international business and finance
52
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012543286
Saved in:
4
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
Saved in:
5
Common features and output fluctuations in the United Kingdom
Caporale, Guglielmo Maria
- In:
Economic modelling
14
(
1997
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10001241620
Saved in:
6
Comovements among U.S. state housing prices : evidence from fractional cointegration
Barros, Carlos Pestana
;
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Economic modelling
29
(
2012
)
3
,
pp. 936-942
Persistent link: https://www.econbiz.de/10009545491
Saved in:
7
Testing of seasonal integration and cointegration with fractionally integrated techniques : an application to the Danish labour demand
Gil-Alaña, Luis A.
- In:
Economic modelling
25
(
2008
)
2
,
pp. 326-339
Persistent link: https://www.econbiz.de/10003724848
Saved in:
8
Cryptocurrencies and stock market indices. Are they related?
Gil-Alaña, Luis A.
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Research in international business and finance
51
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012205484
Saved in:
9
Rational bubbles in the real housing stock market : empirical evidence from Santiago de Chile
Gil-Alaña, Luis A.
;
Dettoni, Robinson
;
Costamagna, Rodrigo
- In:
Research in international business and finance
49
(
2019
),
pp. 269-281
Persistent link: https://www.econbiz.de/10012136027
Saved in:
10
Bank lending procyclicality and credit quality during financial crises
Caporale, Guglielmo Maria
;
Di Colli, Stefano
;
Lopez, …
- In:
Economic modelling
43
(
2014
),
pp. 142-157
Persistent link: https://www.econbiz.de/10010502192
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->