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~subject:"Fractional integration"
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Fractional integration
Schätzung
528
Estimation
498
Zeitreihenanalyse
458
Time series analysis
441
Theorie
304
Theory
293
USA
276
fractional integration
257
United States
253
Kointegration
240
Börsenkurs
235
Cointegration
235
Share price
225
EU-Staaten
202
Volatilität
202
Volatility
199
Aktienmarkt
192
EU countries
190
Stock market
186
Capital income
162
Kapitaleinkommen
162
Großbritannien
157
United Kingdom
153
long memory
128
Welt
125
persistence
120
World
113
Einheitswurzeltest
109
Unit root test
109
Wechselkurs
109
Exchange rate
106
Strukturbruch
106
Structural break
102
Inflation
100
Kaufkraftparität
86
Long memory
86
Unemployment
86
Schwellenländer
84
Konjunktur
82
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Undetermined
56
Free
44
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Article
76
Book / Working Paper
33
Type of publication (narrower categories)
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Article in journal
58
Aufsatz in Zeitschrift
58
Working Paper
18
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Article
1
Aufsatz im Buch
1
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1
Conference paper
1
Konferenzbeitrag
1
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English
83
Undetermined
26
Author
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Gil-Alaña, Luis A.
76
Caporale, Guglielmo Maria
47
Gil-Alana, Luis A.
20
Gil-Alana, Luis
9
Yaya, OlaOluwa S.
7
Abakah, Emmanuel Joel Aikins
6
Carcel, Hector
6
Gupta, Rangan
6
Barros, Carlos Pestana
4
Lovcha, Yuliya
4
Claudio-Quiroga, Gloria
3
Moreno, Antonio
3
Poza, Carlos
3
Trani, Tommaso
3
Candelon, Bertrand
2
Caporale, Guglielmo
2
Cuestas, Juan Carlos
2
Cuñado Eizaguirre, Juncal
2
Infante, Juan
2
Madigu, Godfrey
2
Monge, Manuel
2
Plastun, Alex
2
You, Kefei
2
Adepoju, Adedayo A.
1
Akinsomi, Omokolade
1
Andre, Christophe
1
Antonakakis, Nikolaos
1
Arthur, Emmanuel Kwesi
1
Aruchunan, Elayaraja
1
BARROS, Carlos Pestana
1
Balcilar, Mehmet
1
Balparda, Borja
1
Barros, Carlos
1
Belete, Abenet
1
Bermejo Muñoz, Lorenzo
1
Boateng, Alexander
1
CHEN, Zhongfei
1
Canarella, Giorgio
1
Chen, Zhongfei
1
Coskun, Yener
1
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Institution
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DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
6
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
5
Department of Economics, Faculty of Economic and Management Sciences
2
London School of Economics (LSE)
1
School of Economics and Business Administration, University of Navarra
1
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Research in international business and finance
7
DIW Discussion Papers
6
Discussion Papers of DIW Berlin
6
Economics and finance working paper series
5
Finance research letters
5
International review of economics & finance : IREF
5
SFB 373 Discussion Paper
5
SFB 373 Discussion Papers
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Empirical Economics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Review of development finance
3
Applied economics
2
Asian Journal of Empirical Research
2
Defence and Peace Economics
2
Economics letters
2
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
2
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Applied economics letters
1
CESifo Working Paper
1
Defence and peace economics
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Eastern economic journal
1
Economic Modelling
1
Economic integration, currency union, and sustainable and inclusive growth in East Africa
1
Economic modelling
1
Empirica
1
Empirica : journal of european economics
1
Energy economics
1
Energy strategy reviews
1
European Research Studies Journal
1
Faculty Working Papers
1
International Advances in Economic Research
1
International advances in economic research
1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
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ECONIS (ZBW)
65
RePEc
31
EconStor
13
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1
The fisher relationship in Nigeria
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
- In:
Journal of economics and finance
41
(
2017
)
2
,
pp. 343-353
Persistent link: https://www.econbiz.de/10011795723
Saved in:
2
The EMBI in Latin America : fractional integration, non-linearities and breaks
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Finance research letters
24
(
2018
),
pp. 34-41
Persistent link: https://www.econbiz.de/10011982450
Saved in:
3
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
Saved in:
4
Estimating persistence in the volatility of asset returns with signal plus noise models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International journal of finance & economics : IJFE
17
(
2012
)
1
,
pp. 23-30
Persistent link: https://www.econbiz.de/10009507857
Saved in:
5
Long memory in the Ukrainian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731962
Saved in:
6
Testing unemployment theories : a multivariate long memory approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Lovcha, …
-
2013
Persistent link: https://www.econbiz.de/10010241522
Saved in:
7
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:
8
Persistence in youth unemployment
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
The empirical economics letters : a monthly …
12
(
2013
)
3
,
pp. 319-325
Persistent link: https://www.econbiz.de/10010257872
Saved in:
9
Persistence and cycles in US hours worked
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Economic modelling
38
(
2014
),
pp. 504-511
Persistent link: https://www.econbiz.de/10010418982
Saved in:
10
Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
4
,
pp. 1389-1410
Persistent link: https://www.econbiz.de/10010461103
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