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Long memory in financial time...
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Time series analysis
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Gil-Alaña, Luis A.
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46
Cuñado Eizaguirre, Juncal
27
Gupta, Rangan
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Yaya, OlaOluwa S.
19
Abakah, Emmanuel Joel Aikins
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Cuestas, Juan Carlos
15
Cunado, Juncal
15
Moreno, Antonio
15
Gil-Alana, Luis Alberiko
14
Carcel, Hector
13
Faria, João Ricardo
13
Plastun, Alex
11
Tripathy, Trilochan
10
Chen, Zhongfei
9
Candelon, Bertrand
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Ayala, Astrid
5
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5
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Defence and peace economics
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Oxford bulletin of economics and statistics
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African Development Review
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Annales d'économie et de statistique
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1
CO2 emissions in Africa : persistence and economic implications
Gil-Alaña, Luis A.
- In:
African journal of economic and sustainable development
6
(
2017
)
4
,
pp. 280-291
Persistent link: https://www.econbiz.de/10011993492
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2
The UK unemployment : long memory, seasonality and other implicit dynamics
Gil-Alaña, Luis A.
- In:
Economia internazionale
56
(
2003
)
3
,
pp. 323-335
Persistent link: https://www.econbiz.de/10001984767
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3
Estimation of fractionally ARIMA models for the UK unemployment
Gil-Alaña, Luis A.
- In:
Annales d'économie et de statistique
(
2001
),
pp. 127-137
Persistent link: https://www.econbiz.de/10001612456
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4
Testing the order of integration of the UK unemployment
Gil-Alaña, Luis A.
- In:
Applied econometrics and international development
2
(
2002
)
1
,
pp. 21-40
Persistent link: https://www.econbiz.de/10003716812
Saved in:
5
Generalized fractional time series modelling of the relationship between consumption and income in the UK
Gil-Alaña, Luis A.
- In:
Applied econometrics and international development
3
(
2003
)
1
,
pp. 103-112
Persistent link: https://www.econbiz.de/10003718426
Saved in:
6
Real GDP growth rates across countries : long memory and mean shifts
Gil-Alaña, Luis A.
- In:
Applied economics letters
15
(
2008
)
4/6
,
pp. 449-455
Persistent link: https://www.econbiz.de/10003727473
Saved in:
7
Testing of I(d) processes in the real output
Gil-Alaña, Luis A.
(
contributor
)
- In:
Economics bulletin : EB
(
2004
)
Persistent link: https://www.econbiz.de/10003075137
Saved in:
8
The dynamics of the real exchange rates in Europe : a comparative study across countries using fractional integration
Gil-Alaña, Luis A.
- In:
Applied economics letters
11
(
2004
)
7
,
pp. 429-432
Persistent link: https://www.econbiz.de/10002111184
Saved in:
9
Long memory in the U.S. interest rate
Gil-Alaña, Luis A.
- In:
International review of financial analysis
13
(
2004
)
3
,
pp. 265-276
Persistent link: https://www.econbiz.de/10002115098
Saved in:
10
Empirical evidence against the exchange rate anomaly : the Australian case
Gil-Alaña, Luis A.
- In:
Estudos econômicos : publicação trimestral do …
36
(
2006
)
2
,
pp. 237-250
Persistent link: https://www.econbiz.de/10003330254
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