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US stock market volatility persistence: evidence before and after the burst of the IT bubble
Cuñado, J.; Gil-Alana, L.; Gracia, F. - In: Review of Quantitative Finance and Accounting 33 (2009) 3, pp. 233-252
Persistent link: https://www.econbiz.de/10005015340
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Endogenous problems in cross-sectional valuation models based on accounting information
Gil-Alana, L.; Iniguez-Sanchez, R.; Lopez-Espinosa, G. - In: Review of Quantitative Finance and Accounting 37 (2011) 2, pp. 245-265
Persistent link: https://www.econbiz.de/10009326705
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The nature of occupational unemployment rates in the United States: hysteresis or structural?
Candelon, B.; Dupuy, A.; Gil-Alana, L. - In: Applied economics 41 (2009) 19, pp. 2483-2494
Persistent link: https://www.econbiz.de/10008275190
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The nature of occupational unemployment rates in the United States: hysteresis or structural?
Candelon, B.; Dupuy, A.; Gil-Alana, L. - In: Applied economics 41 (2009) 19-21, pp. 2483-2494
Persistent link: https://www.econbiz.de/10008320750
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A Fractionally Integrated Model with a Mean Shift for the U.S. and the U.K. Real Oil Prices
Gil-Alana, L. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005838233
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Unit and Fractional Roots in the Presence of Abrupt Changes with an Application to the Brazilian Inflation Rate
Gil-Alana, L. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005838239
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A Joint Test of Fractional Cyclic Integration and a Linear Time Trend
Gil-Alana, L. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005838310
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Modelling Seasonality with Fractionally Integrated Processes
Gil-Alana, L. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005838332
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Testing Stochastic Cycles in Macroeconomic Time Series
Gil-Alana, L. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005794890
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Fractional Cointegration and Real Exchange Rates
Caporale, G.; Gil-Alana, L. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005795080