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~person:"Gil-Alaña, Luis A."
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Gil-Alaña, Luis A.
McAleer, Michael
528
Caporale, Guglielmo Maria
456
Gupta, Rangan
419
Neumark, David
306
Glaeser, Edward L.
302
Bahmani-Oskooee, Mohsen
278
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206
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204
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204
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201
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197
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195
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ECONIS (ZBW)
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1
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:
2
Long memory and
volatility
dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003963286
Saved in:
3
Long memory and
volatility
dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
particularly interested in
volatility
modelling and forecasting given their importance for FOREX dealers. Compared with previous … ;
volatility
…
Persistent link: https://www.econbiz.de/10003931070
Saved in:
4
Long memory and fractional integration in high frequency data on the US Dollar
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
. -- high frequency data ; long memory ;
volatility
persistence ; structural breaks …
Persistent link: https://www.econbiz.de/10009736739
Saved in:
5
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:
6
Long memory and
volatility
dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Multinational finance journal : MF ; quarterly …
16
(
2012
)
1/2
,
pp. 105-136
Persistent link: https://www.econbiz.de/10010257552
Saved in:
7
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.
-
2013
Persistent link: https://www.econbiz.de/10009731952
Saved in:
8
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.
-
2013
. -- High frequency data ; long memory ;
volatility
persistence ; structural breaks …
Persistent link: https://www.econbiz.de/10009735715
Saved in:
9
True or spurious long memory in the cryptocurrency markets : evidence from a multivariate test and other Whittle estimation methods
Assaf, Ata
;
Gil-Alaña, Luis A.
;
Mokni, Khaled
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
3
,
pp. 1543-1570
Persistent link: https://www.econbiz.de/10013440392
Saved in:
10
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:
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