Narrow search
Showing 1 - 10 of 147
Cover Image
Additional empirical evidence on real convergence : a fractionally integrated approach
Cuñado Eizaguirre, Juncal; Gil-Alaña, Luis A.; Perez … - In: Review of world economics 142 (2006) 1, pp. 67-91
Persistent link: https://www.econbiz.de/10003319496
Cover Image
Modelling stochastic volatility in asset returns using fractionally integrated semiparametric techniques
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Applied financial economics letters 2 (2006) 1, pp. 9-12
Persistent link: https://www.econbiz.de/10003301505
Cover Image
Semiparametric estimation of the fractional differencing parameter in the US interest rate
Gil-Alaña, Luis A. - In: Liquidity, interest rates and banking, (pp. 235-247). 2009
Persistent link: https://www.econbiz.de/10008654502
Cover Image
On the changes in the sustainability of European external debt : what have we learned
Cuestas, Juan Carlos; Gil-Alaña, Luis A.; Regis, Paulo … - 2014
Persistent link: https://www.econbiz.de/10010406452
Cover Image
Semiparametric estimation of the fractional differencing parameter in the UK industrial production index
Gil-Alaña, Luis A. - In: Applied economics 36 (2004) 11, pp. 1205-1217
Persistent link: https://www.econbiz.de/10002127741
Cover Image
Estimation of the degree of integration in the US maturity rates using semiparametric techniques
Gil-Alaña, Luis A. - In: Advances in financial planning and forecasting 11 (2003), pp. 71-84
Persistent link: https://www.econbiz.de/10001762168
Cover Image
Mean reversion in the Spanish market prices using fractionally integrated semiparametric techniques
DePeña, Francisco Javier; Gil-Alaña, Luis A. - In: International journal of theoretical and applied finance 5 (2002) 6, pp. 645-657
Persistent link: https://www.econbiz.de/10001743195
Cover Image
Semiparametric estimation of the fractional differencing parameter in the UK industrial production index
Gil-Alaña, Luis A. - 1999
Persistent link: https://www.econbiz.de/10001373099
Cover Image
Fractional integration of nominal exchange rates : evidence from CEECs in the light of EMU enlargement
Barros, Carlos Pestana; Gil-Alaña, Luis A.; Matousek, Roman - In: Review of international economics 19 (2011) 1, pp. 77-92
Persistent link: https://www.econbiz.de/10009127594
Cover Image
The efficiency of the art market : evidence from variance ratio tests, linear and nonlinear fractional integration approaches
Aye, Goodness C.; Gil-Alaña, Luis A.; Gupta, Rangan; … - In: International review of economics & finance : IREF 51 (2017), pp. 283-294
Persistent link: https://www.econbiz.de/10011754449