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Rational bubbles in the real housing stock market : empirical evidence from Santiago de Chile
Gil-Alaña, Luis A.; Dettoni, Robinson; Costamagna, Rodrigo - In: Research in international business and finance 49 (2019), pp. 269-281
Persistent link: https://www.econbiz.de/10012136027
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Stock market prices and dividends in the US : bubbles or long-run equilibria relationships?
Dettoni, Robinson; Gil-Alaña, Luis A.; Yaya, OlaOluwa S. - In: International review of financial analysis 94 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10014544069
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A simple non-linear model with fractional integration for financial time series data
Gil-Alaña, Luis A. - In: International review of financial analysis 17 (2008) 5, pp. 838-848
Persistent link: https://www.econbiz.de/10003792309
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Fractional integration in the stock market volatility series
Gil-Alaña, Luis A. - In: International journal of theoretical and applied finance 5 (2002) 8, pp. 775-783
Persistent link: https://www.econbiz.de/10001763176
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Long memory in financial time series data with non-Gaussian disturbances
Gil-Alaña, Luis A. - In: International journal of theoretical and applied finance 6 (2003) 2, pp. 119-134
Persistent link: https://www.econbiz.de/10001769123
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Fractional integration and data frequency
Caporale, Guglielmo Maria (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003739811
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Stochastic volatility in the Spanish stock market : a long memory model with a structural break
Gil-Alaña, Luis A.; Cuñado Eizaguirre, Juncal; Perez … - In: The European journal of finance 14 (2008) 1/2, pp. 23-31
Persistent link: https://www.econbiz.de/10003744669
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Testing of nonstationary cycles in financial time series data
DePeña, Francisco Javier; Gil-Alaña, Luis A. - In: Review of quantitative finance and accounting 27 (2006) 1, pp. 47-65
Persistent link: https://www.econbiz.de/10003344302
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Stock market returns and terrorist violence : evidence from the Basque Country
Barros, Carlos Pestana; Gil-Alaña, Luis A. - In: Applied economics letters 16 (2009) 13/15, pp. 1575-1579
Persistent link: https://www.econbiz.de/10003895001
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Basque terrorism : police action, political measures and the influence of violence on the stock market in the Basque Country
Barros, Carlos Pestana; Caporale, Guglielmo Maria; … - In: Defence and peace economics 20 (2009) 4, pp. 287-301
Persistent link: https://www.econbiz.de/10003902479