//--> //--> //--> //-->
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:"Economics and finance working paper series"
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
A multivariate long-memory mod...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
20
Zeitreihenanalyse
20
Estimation
19
Schätzung
19
fractional integration
17
Cointegration
8
Kointegration
8
Aktienmarkt
7
Stock market
7
Großbritannien
6
United Kingdom
6
Fractional integration
5
Structural break
5
Strukturbruch
5
Theorie
5
Theory
5
fractional cointegration
5
persistence
5
Börsenkurs
4
Fractional Integration
4
Long Memory
4
Nichtlineare Regression
4
Nonlinear regression
4
Persistence
4
R/S Analysis
4
Share price
4
USA
4
United States
4
Volatility
4
Volatilität
4
long memory
4
Africa
3
Afrika
3
EU countries
3
EU-Staaten
3
Einheitswurzeltest
3
Inflation
3
Inflation rate
3
Inflationsrate
3
Interest rate
3
more ...
less ...
Online availability
All
Free
27
Type of publication
All
Book / Working Paper
27
Type of publication (narrower categories)
All
Arbeitspapier
27
Graue Literatur
27
Non-commercial literature
27
Working Paper
27
Language
All
English
27
Author
All
Caporale, Guglielmo Maria
27
Gil-Alaña, Luis A.
27
Plastun, Alex
4
Balparda, Borja
2
Carcel, Hector
2
You, Kefei
2
Cuñado Eizaguirre, Juncal
1
Gupta, Rangan
1
Lovcha, Yuliya
1
Makarenko, Inna
1
Monge, Manuel
1
Mudida, Robert
1
Orlando, C. James
1
Poza, Carlos
1
Trani, Tommaso
1
Tripathy, Trilochan
1
more ...
less ...
Published in...
All
Economics and finance working paper series
MPRA Paper
72
CESifo Working Paper
71
CESifo working papers
55
Applied economics
50
Energy economics
39
Economic modelling
36
DIW Discussion Papers
30
Empirical Economics
25
CESifo Working Paper Series
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Applied economics letters
21
CREATES Research Papers
19
Discussion Papers of DIW Berlin
19
International review of economics & finance : IREF
18
Journal of econometrics
18
Economics letters
17
Economic Modelling
16
Queen's Economics Department Working Paper
16
Studies in Nonlinear Dynamics & Econometrics
16
Tinbergen Institute Discussion Papers
16
Economics Bulletin
15
Research in international business and finance
15
Working Paper
15
Econometrics
14
Economics Series Working Papers / Department of Economics, Oxford University
14
Finance research letters
14
International journal of finance & economics : IJFE
14
CEPR Discussion Papers
13
SFB 373 Discussion Paper
13
SFB 373 Discussion Papers
13
Working Papers / Economics Department, Queen's University
13
Discussion papers / Deutsches Institut für Wirtschaftsforschung
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
Working Papers in Economics
12
Econometric Institute Research Papers
11
Energy Economics
11
International review of financial analysis
11
Journal of empirical finance
11
The North American journal of economics and finance : a journal of financial economics studies
11
more ...
less ...
Source
All
ECONIS (ZBW)
27
Showing
1
-
10
of
27
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520824
Saved in:
2
The relationship between health care expenditure and disposable personal income in the US States : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
-
2015
Persistent link: https://www.econbiz.de/10011284934
Saved in:
3
The fisher relationship in Nigeria
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
-
2015
Persistent link: https://www.econbiz.de/10010527201
Saved in:
4
African growth, non-linearities and strong dependence : an empirical study
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
-
2015
Persistent link: https://www.econbiz.de/10010527217
Saved in:
5
Long memory in the Ukrainian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731962
Saved in:
6
Testing the Marshall-Lerner condition in Kenya
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Mudida, …
-
2012
Persistent link: https://www.econbiz.de/10009664461
Saved in:
7
Persistence in youth unemployment
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2012
Persistent link: https://www.econbiz.de/10009664481
Saved in:
8
Testing unemployment theories : a multivariate long memory approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Lovcha, …
-
2013
Persistent link: https://www.econbiz.de/10010241522
Saved in:
9
Long memory in the Ukrainian stock market and financial crises
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2013
Persistent link: https://www.econbiz.de/10010241526
Saved in:
10
Modelling African inflation rates : non-linear deterministic terms and long-range dependence
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2014
Persistent link: https://www.econbiz.de/10010364599
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->