//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Gil-Alaña, Luis A."
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Mispricing in single stock fut...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Börsenkurs
80
Share price
80
Estimation
59
Schätzung
59
Volatility
56
Volatilität
56
Time series analysis
51
Zeitreihenanalyse
51
Aktienmarkt
46
Stock market
46
Capital income
40
Kapitaleinkommen
40
USA
32
United States
32
Cointegration
30
Kointegration
30
Efficient market hypothesis
28
Effizienzmarkthypothese
28
Theorie
28
Theory
28
fractional integration
18
Structural break
16
Strukturbruch
16
EU countries
15
EU-Staaten
15
Fractional integration
14
Exchange rate
13
Long memory
13
Wechselkurs
13
Großbritannien
12
United Kingdom
12
Aktienindex
11
Calendar effect
11
Kalendereffekt
11
Stock index
11
long memory
11
trading strategy
11
Anlageverhalten
10
Behavioural finance
10
Persistence
10
more ...
less ...
Online availability
All
Free
56
Undetermined
32
Type of publication
All
Article
65
Book / Working Paper
56
Type of publication (narrower categories)
All
Article in journal
62
Aufsatz in Zeitschrift
62
Working Paper
56
Arbeitspapier
55
Graue Literatur
55
Non-commercial literature
55
Aufsatz im Buch
3
Book section
3
more ...
less ...
Language
All
English
121
Author
All
Gil-Alaña, Luis A.
McAleer, Michael
417
Caporale, Guglielmo Maria
358
Gupta, Rangan
337
Jha, Raghbendra
264
Gaiha, Raghav
210
Acharya, Viral V.
201
Sen, Kunal
200
Duflo, Esther
185
Singh, Nirvikar
185
Ghosh, Saibal
169
Tiwari, Aviral Kumar
169
Bollerslev, Tim
166
Pierdzioch, Christian
164
Stulz, René M.
161
Chang, Chia-Lin
155
Narayan, Paresh Kumar
155
Fabozzi, Frank J.
152
Banerjee, Abhijit V.
151
McMillan, David G.
142
Bekaert, Geert
140
Härdle, Wolfgang
137
Azam, Mehtabul
133
Diebold, Francis X.
132
Hautsch, Nikolaus
130
Aizenman, Joshua
127
Bouri, Elie
127
Campbell, John Y.
127
Gulati, Ashok
126
Lux, Thomas
126
Pande, Rohini
126
Belke, Ansgar
121
Ravallion, Martin
121
Zaremba, Adam
121
Engle, Robert F.
119
Bhalotra, Sonia R.
117
Patnaik, Ila
117
Prakash, Nishith
117
Allen, David E.
116
Hammoudeh, Shawkat
113
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Published in...
All
CESifo working papers
18
Economics and finance working paper series
18
Discussion papers / Deutsches Institut für Wirtschaftsforschung
13
Finance research letters
4
Computational economics
3
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
Journal of economics and finance
3
Research in international business and finance
3
Review of development finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied economics letters
2
Applied financial economics
2
Department of Economics working papers
2
Documento de trabajo / Fundación de las Cajas de Ahorros
2
International journal of theoretical and applied finance
2
International review of financial analysis
2
Journal of economic studies
2
The North American journal of economics and finance : a journal of financial economics studies
2
African journal of economic and sustainable development
1
Applied financial economics letters
1
CESifo Working Paper
1
Defence and peace economics
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers of interdisciplinary research project 373
1
Economic modelling
1
Economies : open access journal
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
European review of economics and finance
1
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1
1
International Journal of Financial Studies : open access journal
1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of bonds and derivatives
1
International journal of learning and intellectual capital : IJLIC
1
Journal of economics and finance : JEF
1
Journal of international money and finance
1
Journal of quantitative economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
120
EconStor
1
Showing
1
-
10
of
121
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling time-varying
volatility
in the Indian stock returns : some empirical evidence
Tripathy, Trilochan
;
Gil-Alaña, Luis A.
- In:
Review of development finance
5
(
2015
)
2
,
pp. 91-97
Persistent link: https://www.econbiz.de/10011447272
Saved in:
2
Persistence in some energy
futures
markets
Cuñado Eizaguirre, Juncal
;
Gil-Alaña, Luis A.
;
Perez …
- In:
The journal of futures markets
30
(
2010
)
5
,
pp. 490-507
Persistent link: https://www.econbiz.de/10003962641
Saved in:
3
Persistence in some energy
futures
markets
Cuñado Eizaguirre, Juncal
;
Gil-Alaña, Luis A.
;
Perez …
-
2008
Persistent link: https://www.econbiz.de/10003846641
Saved in:
4
Fractional integration and asymmetric
volatility
in European, American and Asian bull and bear markets : application to high-frequency stock data
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Shittu, …
- In:
International journal of finance & economics : IJFE
20
(
2015
)
3
,
pp. 276-290
Persistent link: https://www.econbiz.de/10011348408
Saved in:
5
Persistence in the Russian stock market
volatility
indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
volatility
índices (namely the originally created RTSVX and the new RVI that has replaced it), using daily data over the period …
Persistent link: https://www.econbiz.de/10011903723
Saved in:
6
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:
7
US stock market
volatility
persistence : evidence before and after the burst of the IT bubble
Cuñado, J.
;
Gil-Alaña, Luis A.
;
Perez de Gracia, Fernando
- In:
Review of quantitative finance and accounting
33
(
2009
)
3
,
pp. 233-252
Persistent link: https://www.econbiz.de/10003894796
Saved in:
8
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:
9
The relationship between oil prices and the Nigerian stock market : an analysis based on fractional integration and cointegration
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
- In:
Energy economics
46
(
2014
),
pp. 328-333
Persistent link: https://www.econbiz.de/10011298580
Saved in:
10
On the persistence and
volatility
in European, American and Asian stocks bull and bear markets
Gil-Alaña, Luis A.
;
Shittu, Olanrewaju I.
;
Yaya, …
- In:
Journal of international money and finance
40
(
2014
),
pp. 149-162
Persistent link: https://www.econbiz.de/10010239995
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->