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person:"Koopman, Siem Jan"
subject:"Time series analysis"
~isPartOf:"Research in international business and finance"
~person:"Gil-Alaña, Luis A."
~subject:"EU-Staaten"
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Time series analysis
EU-Staaten
Estimation
6
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Fractional integration
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Cointegration
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Aktienmarkt
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Koopman, Siem Jan
Gil-Alaña, Luis A.
Caporale, Guglielmo Maria
3
Abakah, Emmanuel Joel Aikins
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Altuntas, Mehmet
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Research in international business and finance
CESifo working papers
34
Economics and finance working paper series
26
Discussion paper / Tinbergen Institute
24
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Applied economics letters
10
Applied economics
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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EUI working paper / ECO
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
Economic policy uncertainty : persistence and cross-country linkages
Abakah, Emmanuel Joel Aikins
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013286262
Saved in:
3
High and low prices and the range in the European stock markets : a long-memory approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Research in international business and finance
52
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012543286
Saved in:
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