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~person:"Gil-Alaña, Luis A."
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Gil-Alaña, Luis A.
Linton, Oliver
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ECONIS (ZBW)
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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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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