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~person:"Gil-Alaña, Luis A."
~person:"Schnabel, Claus"
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Gil-Alaña, Luis A.
Schnabel, Claus
Caporale, Guglielmo Maria
436
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Long memory in the Spanish GDP using fractional integration with Bloomfield disturbances
Gil-Alaña, Luis A.
- In:
Applied economics letters
10
(
2003
)
1
,
pp. 33-37
Persistent link: https://www.econbiz.de/10001725687
Saved in:
2
Persistence in youth unemployment
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2012
such as
Spain
, Portugal, Ireland and Finland, where appropriate policy actions are of the essence. Specifically, active …
Persistent link: https://www.econbiz.de/10009666800
Saved in:
3
Persistence in youth unemployment
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2012
-memory processes respectively. The evidence suggests that persistence is particularly high in Japan and some EU countries such as
Spain
…
Persistent link: https://www.econbiz.de/10009630623
Saved in:
4
Persistence in the realized betas : some evidence for the Spanish stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2020
This paper examines the stochastic behaviour of the realized betas within the one-factor CAPM for the six companies with the highest market capitalization included in the Spanish IBEX stock market index. Fractional integration methods are applied to estimate their degree of persistence at the...
Persistent link: https://www.econbiz.de/10012194334
Saved in:
5
Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries : a stochastic hidden Markov model approach
Antunes, Jorge Junio Moreira
;
Gil-Alaña, Luis A.
; …
- In:
Financial modeling and risk management of energy and …
,
(pp. 191-229)
.
2022
Persistent link: https://www.econbiz.de/10013349945
Saved in:
6
Fractional integration and structural breaks in
bank
share prices in Nigeria
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
;
Adepoju, Adedayo A.
- In:
Review of development finance
5
(
2015
)
1
,
pp. 13-23
Persistent link: https://www.econbiz.de/10011447216
Saved in:
7
Long range dependence in the Indian stock market : evidence of fractional integration, non-linearities and breaks
Gil-Alaña, Luis A.
;
Tripathy, Trilochan
- In:
Journal of quantitative economics : official journal of …
14
(
2016
)
2
,
pp. 199-215
Persistent link: https://www.econbiz.de/10011639888
Saved in:
8
Long range dependence in the indian stock market : evidence of fractional integration, non-linearities and breaks
Gil-Alaña, Luis A.
;
Tripathy, Trilochan
- In:
Journal of quantitative economics
14
(
2016
)
2
,
pp. 199-215
Persistent link: https://www.econbiz.de/10012418211
Saved in:
9
Arbeitnehmervertretungen im öffentlichen Sektor : Bedeutung und (potenzielle) Effizienzwirkungen
Schnabel, Claus
(
contributor
)
-
2007
sector
efficiency
is hardly taken into account in the New Public Management. As a result of this, the current reforms of the …
Persistent link: https://www.econbiz.de/10003526074
Saved in:
10
The asymmetric behaviour of Spanish unemployment persistence
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2017
Persistent link: https://www.econbiz.de/10011893396
Saved in:
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