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Long memory in financial time...
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61
Testing persistence in the context of conditional heteroscedasticity errors
Gil-Alaña, Luis A.
- In:
Applied financial economics
20
(
2010
)
22/24
,
pp. 1709-1723
Persistent link: https://www.econbiz.de/10009012375
Saved in:
62
Inflation in South Africa : a long memory approach
Gil-Alaña, Luis A.
- In:
Economics letters
111
(
2011
)
3
,
pp. 207-209
Persistent link: https://www.econbiz.de/10009242364
Saved in:
63
Seasonal monthly fractional integration in the UK unemployment
Gil-Alaña, Luis A.
- In:
The Icfai University journal of applied economics
8
(
2009
)
1
,
pp. 81-96
Persistent link: https://www.econbiz.de/10003806747
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64
The dynamic behaviour of unemployment in Australia : a fractionally integrated approach
Gil-Alaña, Luis A.
- In:
International journal of applied economics and …
21
(
2013
)
4
,
pp. 23-36
Persistent link: https://www.econbiz.de/10009757280
Saved in:
65
Government expenditures and revenues : evidence of fractional cointegration in an asymmetric modeling
Gil-Alaña, Luis A.
- In:
International advances in economic research : IAER ; an …
15
(
2009
)
2
,
pp. 143-155
Persistent link: https://www.econbiz.de/10003877566
Saved in:
66
The power of the tests of Robinson (1994) in the context of fractionally integrated moving average models
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001618711
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67
Estimation of the degree of integration in the US maturity rates using semiparametric techniques
Gil-Alaña, Luis A.
- In:
Advances in financial planning and forecasting
11
(
2003
),
pp. 71-84
Persistent link: https://www.econbiz.de/10001762168
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68
Unit and fractional roots with deterministic trends in the UK output
Gil-Alaña, Luis A.
- In:
International advances in economic research : IAER ; an …
8
(
2002
)
4
,
pp. 348-356
Persistent link: https://www.econbiz.de/10001763169
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69
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
Saved in:
70
Unemployment and real oil prices in Australia : a fractionally cointegrated approach
Gil-Alaña, Luis A.
- In:
Applied economics letters
10
(
2003
)
4
,
pp. 201-204
Persistent link: https://www.econbiz.de/10001748959
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