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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
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An examination of trade-weighted real exchange rates based on fractional integration
Gil-Alaña, Luis A.; Trani, Tommaso - In: International economics : a journal published by CEPII … 158 (2019), pp. 64-76
Persistent link: https://www.econbiz.de/10012318739
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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
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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
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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
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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
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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
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Growth recovery after civil conflict : a fractional integration approach
Gil-Alaña, Luis A.; Prakarsh Singh - In: Defence and peace economics 27 (2016) 4, pp. 453-479
Persistent link: https://www.econbiz.de/10011621180
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Economic growth and recovery after civil wars
Gil-Alaña, Luis A.; Prakarsh Singh - In: Peace economics, peace science and public policy 20 (2014) 4, pp. 565-574
Persistent link: https://www.econbiz.de/10010510893
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African growth, non-linearities and strong dependence : an empirical study
Balparda, Borja; Caporale, Guglielmo Maria; Gil-Alaña, … - 2015
Persistent link: https://www.econbiz.de/10010527217