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~person:"Gil-Alaña, Luis A."
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Lehrbuch"
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Exchange rate uncertainty and...
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Volatility
Estimation
66
Schätzung
66
Cointegration
65
Kointegration
65
Time series analysis
51
Zeitreihenanalyse
51
Volatilität
30
Fractional integration
25
USA
25
United States
25
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22
Share price
22
Theorie
20
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20
Aktienmarkt
19
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19
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fractional integration
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fractional cointegration
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Gil-Alaña, Luis A.
Gupta, Rangan
154
Bouri, Elie
92
Ma, Feng
90
McAleer, Michael
73
Bahmani-Oskooee, Mohsen
72
Hammoudeh, Shawkat
64
Tiwari, Aviral Kumar
62
Kang, Sang Hoon
54
Bollerslev, Tim
51
Mensi, Walid
50
McMillan, David G.
49
Wohar, Mark E.
49
Pierdzioch, Christian
46
Wang, Yudong
46
Xuan Vinh Vo
46
Kumar, Dilip
44
Zhang, Yaojie
43
Corbet, Shaen
42
Caporale, Guglielmo Maria
41
Andersen, Torben
39
Demirer, Rıza
38
Lucey, Brian M.
38
Wei, Yu
38
Liang, Chao
37
Salisu, Afees A.
36
Yoon, Seong-min
36
Balcilar, Mehmet
35
Chevallier, Julien
35
Hegerty, Scott W.
35
Roubaud, David
34
Todorov, Viktor
34
Ji, Qiang
33
Brooks, Robert
32
Apergēs, Nikolaos
31
Hamori, Shigeyuki
31
Zhang, Jin E.
31
Asai, Manabu
30
Degiannakis, Stavros
30
Ryu, Doojin
30
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Finance research letters
3
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
Journal of economics and finance
2
Applied economics letters
1
Applied financial economics letters
1
Computational economics
1
Economic modelling
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
European review of economics and finance
1
International Journal of Financial Studies : open access journal
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of theoretical and applied finance
1
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1
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1
Journal of international money and finance
1
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1
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1
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1
Review of quantitative finance and accounting
1
The European journal of finance
1
The IUP journal of applied economics
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
30
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1
The relationship between oil prices and the Nigerian stock market : an analysis based on fractional integration and
cointegration
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
- In:
Energy economics
46
(
2014
),
pp. 328-333
Persistent link: https://www.econbiz.de/10011298580
Saved in:
2
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
29
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
Saved in:
3
A fractional
cointegration
var analysis of exchange rate dynamics
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012658798
Saved in:
4
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:
5
Fractional integration in the stock market
volatility
series
Gil-Alaña, Luis A.
- In:
International journal of theoretical and applied finance
5
(
2002
)
8
,
pp. 775-783
Persistent link: https://www.econbiz.de/10001763176
Saved in:
6
Fractional integration and asymmetric
volatility
in European, American and Asian bull and bear markets : application to high-frequency stock data
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Shittu, …
- In:
International journal of finance & economics : IJFE
20
(
2015
)
3
,
pp. 276-290
Persistent link: https://www.econbiz.de/10011348408
Saved in:
7
Long memory in the Ukrainian stock market and financial crises
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance
40
(
2016
)
2
,
pp. 235-257
Persistent link: https://www.econbiz.de/10011658783
Saved in:
8
The persistence and asymmetric
volatility
in the Nigerian stock bull and bear markets
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
- In:
Economic modelling
38
(
2014
),
pp. 463-469
Persistent link: https://www.econbiz.de/10010419012
Saved in:
9
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
Saved in:
10
Searching for inefficiencies in exchange rate dynamics
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
49
(
2017
)
3
,
pp. 405-432
Persistent link: https://www.econbiz.de/10011762118
Saved in:
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