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subject:"Exchange rate"
~person:"Gil-Alaña, Luis A."
~subject:"Stochastischer Prozess"
~type:"article"
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Exchange rate
Stochastischer Prozess
Time series analysis
174
Zeitreihenanalyse
174
Estimation
80
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80
Theorie
42
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42
USA
38
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38
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33
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29
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long memory
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Gil-Alaña, Luis A.
Phillips, Peter C. B.
15
Moosa, Imad A.
13
Tauchen, George Eugene
11
Chan, Joshua
10
McAleer, Michael
10
Burns, Kelly
9
Caporale, Guglielmo Maria
9
Taylor, Robert
9
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8
Todorov, Viktor
8
Yu, Jun
8
Asai, Manabu
7
Chang, Tsangyao
7
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7
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7
Tiwari, Aviral Kumar
7
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6
Rodriguez, Gabriel
6
Blazsek, Szabolcs
5
Cross, Jamie
5
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5
Harvey, Andrew C.
5
Li, Wai Keung
5
Lieberman, Offer
5
Lucas, André
5
Park, Joon Y.
5
Zhu, Ke
5
Österholm, Pär
5
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4
Bahmani-Oskooee, Mohsen
4
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4
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4
Gao, Jiti
4
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Applied economics
1
Applied financial economics letters
1
Atlantic economic journal : AEJ
1
Canadian journal of agricultural economics : CJAE
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
International review of financial analysis
1
Journal of economic integration
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
12
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1
True or spurious long memory in the cryptocurrency markets : evidence from a multivariate test and other Whittle estimation methods
Assaf, Ata
;
Gil-Alaña, Luis A.
;
Mokni, Khaled
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
3
,
pp. 1543-1570
Persistent link: https://www.econbiz.de/10013440392
Saved in:
2
A fractional cointegration var analysis of exchange rate dynamics
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012658798
Saved in:
3
Stationarity and long range dependence of carbon dioxide emissions : evidence for disaggregated data
Barros, Carlos Pestana
;
Gil-Alaña, Luis A.
;
Perez de …
- In:
Environmental & resource economics : the official …
63
(
2016
)
1
,
pp. 45-56
Persistent link: https://www.econbiz.de/10011588941
Saved in:
4
Mozambique metical exchange rate dynamics : evidence of fractional co-integration in the USA and South African rates
Barros, Carlos P.
;
Gil-Alaña, Luis A.
;
Faria, João Ricardo
- In:
The South African journal of economics
83
(
2015
)
4
,
pp. 569-575
Persistent link: https://www.econbiz.de/10011441920
Saved in:
5
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
29
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
Saved in:
6
Persistence, long memory, and unit roots in commodity prices
Gil-Alaña, Luis A.
;
Cuñado Eizaguirre, Juncal
;
Perez …
- In:
Canadian journal of agricultural economics : CJAE
60
(
2012
)
4
,
pp. 451-468
Persistent link: https://www.econbiz.de/10009687939
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
Multi-factor Gegenbauer processes and European inflation rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Journal of economic integration
26
(
2011
)
2
,
pp. 386-409
Persistent link: https://www.econbiz.de/10009154740
Saved in:
9
Testing for deterministic and stochastic cycles in macroeconomic time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirica : journal of european economics
34
(
2007
)
2
,
pp. 155-169
Persistent link: https://www.econbiz.de/10003441948
Saved in:
10
Modelling stochastic volatility in asset returns using fractionally integrated semiparametric techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics letters
2
(
2006
)
1
,
pp. 9-12
Persistent link: https://www.econbiz.de/10003301505
Saved in:
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