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~isPartOf:"Research in international business and finance"
~subject:"Cointegration"
~subject:"Schätzung"
~subject:"Share price"
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Cointegration
Schätzung
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8
Fractional integration
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Zeitreihenanalyse
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Aktienmarkt
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Gil-Alaña, Luis A.
7
Caporale, Guglielmo Maria
5
Abakah, Emmanuel Joel Aikins
2
Antypas, Antonios
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Costamagna, Rodrigo
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Cuñado Eizaguirre, Juncal
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Dettoni, Robinson
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Infante, Juan
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Kourogenis, Nikolaos
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Perez de Gracia, Fernando
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Poza, Carlos
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Puertolas, Francisco
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Rojo, María Fátima Romero
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Research in international business and finance
CESifo working papers
106
Economics and finance working paper series
82
Discussion papers / Deutsches Institut für Wirtschaftsforschung
50
CESifo Working Paper
46
CESifo Working Paper Series
40
DIW Berlin Discussion Paper
37
Discussion paper / Centre for Economic Forecasting
34
Applied economics letters
15
Applied economics
14
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
DIW Discussion Papers
11
Discussion papers of interdisciplinary research project 373
11
Economic modelling
9
International journal of finance & economics : IJFE
9
Finance research letters
7
Journal of international money and finance
7
Department of Economics working papers
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
International review of financial analysis
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Applied financial economics
5
Discussion paper series / IZA
5
EUI working paper / ECO
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
Empirica : journal of european economics
4
International review of economics & finance : IREF
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Journal of economic studies
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Oxford bulletin of economics and statistics
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Review of development finance
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Review of international economics
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African development review
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
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Discussion papers / The Centre for International Macroeconomics
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Financial markets and portfolio management
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1
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:
2
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:
3
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
4
Mean reversion in stock market prices : new evidence based on bull and bear markets
Cuñado Eizaguirre, Juncal
;
Gil-Alaña, Luis A.
;
Perez …
- In:
Research in international business and finance
24
(
2010
)
2
,
pp. 113-122
Persistent link: https://www.econbiz.de/10003964642
Saved in:
5
Gender diversity index. measuring persistence
Rio, Marta del
;
Infante, Juan
;
Gil-Alaña, Luis A.
- In:
Research in international business and finance
58
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013286443
Saved in:
6
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:
7
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:
8
Estimation of conditional asset pricing models with integrated variables in the beta specification
Antypas, Antonios
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012548351
Saved in:
9
Modelling volatility of cryptocurrencies using Markov-Switching GARCH models
Caporale, Guglielmo Maria
;
Zekokh, Timur
- In:
Research in international business and finance
48
(
2019
),
pp. 143-155
Persistent link: https://www.econbiz.de/10012135859
Saved in:
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