Similar Search Results

Persistence in the Russian stock market volatility indices

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2018

assumed to follow a white noise or autocorrelated process, it is confirmed by the rolling window estimation, and it holds for …

Persistent link: https://www.econbiz.de/10011903723

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

Persistence in the Russian stock market volatility indices

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2018

Persistent link: https://www.econbiz.de/10011995731

Testing the order of integration of the UK unemployment

Gil-Alaña, Luis A. - In: Applied econometrics and international development 2 (2002) 1, pp. 21-40

Persistent link: https://www.econbiz.de/10003716812

The nature of occupational unemployment rates in the United States : hysteresis or structural?

Candelon, Bertrand (contributor); Dupuy, Arnaud (contributor) - 2008

This paper provides new evidence on the nature of occupational differences in unemployment dynamics, which is relevant for the debate between the structural or hysteresis hypotheses. We develop a procedure that permits us to test for the presence of a structural break at unknown date. Our...