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~subject:"Fractional integration"
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Fractional integration
Zeitreihenanalyse
400
Time series analysis
385
Schätzung
332
Estimation
314
fractional integration
257
USA
216
United States
197
Theorie
180
Theory
172
Kointegration
163
Cointegration
158
long memory
125
persistence
118
Großbritannien
112
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110
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101
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100
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95
Aktienmarkt
94
Strukturbruch
93
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89
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86
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86
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82
Arbeitslosigkeit
71
EU-Staaten
70
Persistence
69
Volatility
69
EU countries
68
Volatilität
67
Capital income
64
Kapitaleinkommen
64
Konjunktur
58
Business cycle
53
Inflation
49
Efficient market hypothesis
47
Hysteresis
46
Zins
44
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Article
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6
Graue Literatur
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English
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26
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Gil-Alaña, Luis A.
75
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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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
International review of economics & finance : IREF
5
SFB 373 Discussion Paper
5
SFB 373 Discussion Papers
5
Finance research letters
4
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
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ECONIS (ZBW)
64
RePEc
31
EconStor
13
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1
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:
2
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:
3
Long memory in the Ukrainian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731962
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
Fractional integration and structural breaks in bank share prices in Nigeria
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
;
Adepoju, Adedayo A.
- In:
Review of development finance
5
(
2015
)
1
,
pp. 13-23
Persistent link: https://www.econbiz.de/10011447216
Saved in:
10
Estimating time trends in life expectancy in Sub-Saharan Africa
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2015
Persistent link: https://www.econbiz.de/10011448171
Saved in:
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