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
~person:"Gil-Alaña, Luis A."
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
Volatility and market structur...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
USA
161
United States
160
Time series analysis
108
Zeitreihenanalyse
108
Estimation
99
Schätzung
99
Volatility
55
Volatilität
55
Cointegration
53
Kointegration
53
Theorie
46
Theory
45
Börsenkurs
43
Share price
43
Structural break
38
Strukturbruch
38
Großbritannien
35
United Kingdom
35
Capital income
32
Kapitaleinkommen
32
Aktienmarkt
30
Stock market
30
fractional integration
29
Einheitswurzeltest
25
Unit root test
25
Business cycle
19
Konjunktur
19
EU countries
17
EU-Staaten
17
Exchange rate
17
Wechselkurs
17
persistence
17
Fractional integration
15
Aktienindex
14
Arbeitslosigkeit
14
Financial market
14
Finanzmarkt
14
Persistence
14
Stock index
14
Unemployment
14
more ...
less ...
Online availability
All
Free
89
Undetermined
26
Type of publication
All
Article
108
Book / Working Paper
103
Type of publication (narrower categories)
All
Article in journal
104
Aufsatz in Zeitschrift
104
Working Paper
101
Arbeitspapier
100
Graue Literatur
96
Non-commercial literature
96
Aufsatz im Buch
4
Book section
4
more ...
less ...
Language
All
English
211
Author
All
Gil-Alaña, Luis A.
McAleer, Michael
507
Gupta, Rangan
411
Caporale, Guglielmo Maria
408
Neumark, David
306
Glaeser, Edward L.
300
Poterba, James M.
256
Heckman, James J.
245
Diebold, Francis X.
232
Freeman, Richard B.
231
Auerbach, Alan J.
223
Stulz, René M.
223
Cutler, David M.
216
Wolff, Edward N.
213
Autor, David H.
211
Bordo, Michael D.
210
Fabozzi, Frank J.
209
Gruber, Jonathan
206
Krueger, Alan B.
206
Mitchell, Olivia S.
206
Burkhauser, Richard V.
195
Goldin, Claudia
194
Katz, Lawrence F.
194
Cebula, Richard J.
193
Hanson, Gordon H.
193
Haltiwanger, John C.
192
Kotlikoff, Laurence J.
192
Feldstein, Martin S.
191
Bollerslev, Tim
189
Bloom, Nicholas
187
Bahmani-Oskooee, Mohsen
183
Fairlie, Robert W.
183
Hamermesh, Daniel S.
177
Viscusi, W. Kip
173
Audretsch, David B.
170
Chang, Chia-Lin
167
Wise, David A.
166
Currie, Janet M.
165
Acemoglu, Daron
164
Card, David E.
163
more ...
less ...
Institution
All
Hamburgisches Welt-Wirtschafts-Archiv
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Published in...
All
CESifo working papers
31
Economics and finance working paper series
31
Discussion papers / Deutsches Institut für Wirtschaftsforschung
17
Applied economics letters
8
Applied economics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Economics letters
5
Economic modelling
4
Finance research letters
4
International journal of finance & economics : IJFE
3
International review of financial analysis
3
Journal of banking & finance
3
Journal of economics and finance
3
Research in international business and finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied financial economics
2
Computational economics
2
Department of Economics working papers
2
Discussion paper series / IZA
2
Documento de trabajo / Fundación de las Cajas de Ahorros
2
Empirica : journal of european economics
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
HWWA discussion paper
2
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
2
International review of economics & finance : IREF
2
Journal of forecasting
2
Review of financial economics : RFE
2
Review of quantitative finance and accounting
2
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
2
Tourism economics : the business and finance of tourism and recreation
2
Advances in quantitative analysis of finance and accounting : a research annual
1
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Annales d'économie et de statistique
1
Applied financial economics letters
1
Bank of Finland research discussion papers
1
Business fluctuations and cycles
1
CESifo Working Paper
1
Canadian journal of agricultural economics : CJAE
1
Discussion papers of interdisciplinary research project 373
1
more ...
less ...
Source
All
ECONIS (ZBW)
209
EconStor
1
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
211
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
US stock market
volatility
persistence : evidence before and after the burst of the IT bubble
Cuñado, J.
;
Gil-Alaña, Luis A.
;
Perez de Gracia, Fernando
- In:
Review of quantitative finance and accounting
33
(
2009
)
3
,
pp. 233-252
Persistent link: https://www.econbiz.de/10003894796
Saved in:
2
Persistence in the Russian stock market
volatility
indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
Persistent link: https://www.econbiz.de/10011995731
Saved in:
3
Persistence in the Russian stock market
volatility
indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
volatility
índices (namely the originally created RTSVX and the new RVI that has replaced it), using daily data over the period …
Persistent link: https://www.econbiz.de/10011903723
Saved in:
4
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:
5
Macroeconomic regimes and foreign exchange rate
volatility
in India
Tripathy, Trilochan
;
Gil-Alaña, Luis A.
- In:
The IUP journal of applied economics
16
(
2017
)
3
,
pp. 25-46
Persistent link: https://www.econbiz.de/10011794279
Saved in:
6
Modelling time-varying
volatility
in the Indian stock returns : some empirical evidence
Tripathy, Trilochan
;
Gil-Alaña, Luis A.
- In:
Review of development finance
5
(
2015
)
2
,
pp. 91-97
Persistent link: https://www.econbiz.de/10011447272
Saved in:
7
Volatility
persistence in the Russian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430826
Saved in:
8
Volatility
persistence in cryptocurrency markets under structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 680-691
Persistent link: https://www.econbiz.de/10012487193
Saved in:
9
Inflation-targeting and inflation
volatility
: international evidence from the cosine-squared cepstrum
Antonakakis, Nikolaos
;
Christou, Christina
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
167
(
2021
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013269231
Saved in:
10
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
