//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Portfolio-Management"
subject:"United States"
~person:"Gil-Alaña, Luis A."
~subject:"Share price"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
United States
Share price
Theorie
59
Theory
59
Time series analysis
42
Zeitreihenanalyse
42
Estimation
32
Schätzung
32
Einheitswurzeltest
16
Unit root test
16
Cointegration
13
Fractional integration
13
Kointegration
13
USA
11
Capital income
9
Kapitaleinkommen
9
Persistence
8
fractional integration
8
long memory
8
Börsenkurs
7
Volatility
7
Volatilität
7
Großbritannien
6
Long memory
6
United Kingdom
6
Arbeitslosigkeit
5
Mean reversion
5
Unemployment
5
Business cycle
4
Efficient market hypothesis
4
Effizienzmarkthypothese
4
Kaufkraftparität
4
Konjunktur
4
Mean Reversion
4
Nichtlineare Regression
4
Nonlinear regression
4
Purchasing power parity
4
Saisonale Schwankungen
4
Seasonal variations
4
Exchange rate
3
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Arbeitspapier
30
Working Paper
30
Graue Literatur
29
Non-commercial literature
29
Article in journal
16
Language
All
English
16
Author
All
Gil-Alaña, Luis A.
Fabozzi, Frank J.
48
Jarrow, Robert A.
34
Wong, Wing Keung
32
Gupta, Rangan
29
Korn, Ralf
29
Heckman, James J.
27
Escobar, Marcos
26
Li, Duan
25
Chavas, Jean-Paul
24
Levy, Haim
24
Markowitz, Harry
22
Lo, Andrew W.
21
Timmermann, Allan
21
Zagst, Rudi
21
Campbell, John Y.
20
Engle, Robert F.
20
Ferson, Wayne E.
20
Prigent, Jean-Luc
20
Caporale, Guglielmo Maria
19
Lien, Da-hsiang Donald
19
Platen, Eckhard
19
Wohar, Mark E.
19
Zhou, Guofu
19
Lee, Cheng F.
18
Satchell, Stephen
18
Schwartz, Eduardo S.
18
Stein, Jeremy C.
18
Christiano, Lawrence J.
17
Cochrane, John H.
17
Cvitanić, Jakša
17
Diebold, Francis X.
17
Faff, Robert W.
17
Forsyth, Peter A.
17
Garcia, René
17
Gollier, Christian
17
Hall, Robert Ernest
17
He, Xue-zhong
17
Lioui, Abraham
17
Longstaff, Francis A.
17
Madan, Dilip B.
17
more ...
less ...
Published in...
All
Applied economics letters
2
Economic modelling
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied economics
1
Applied financial economics letters
1
Computational economics
1
Empirica : journal of european economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of banking & finance
1
Journal of economics and finance
1
Oxford bulletin of economics and statistics
1
Recherches économiques de Louvain
1
Review of financial economics : RFE
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Persistence and long run co-movements across stock market prices
Gil-Alaña, Luis A.
;
Infante, Juan
;
Martín-Valmayor, …
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 347-357
Persistent link: https://www.econbiz.de/10014429885
Saved in:
2
Long-term price overreactions : are markets inefficient?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance
43
(
2019
)
4
,
pp. 657-680
Persistent link: https://www.econbiz.de/10012385147
Saved in:
3
Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
51
(
2018
)
4
,
pp. 913-940
Persistent link: https://www.econbiz.de/10011972202
Saved in:
4
A time-series analysis of US entrepreneurship : evidence from fractional integration
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Applied economics letters
22
(
2015
)
7/9
,
pp. 521-524
Persistent link: https://www.econbiz.de/10010528813
Saved in:
5
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:
6
Uncovering the US term premium : an alternative route
Gil-Alaña, Luis A.
;
Moreno, Antonio
- In:
Journal of banking & finance
36
(
2012
)
4
,
pp. 1181-1193
Persistent link: https://www.econbiz.de/10009558566
Saved in:
7
Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
17
(
2010
)
10/12
,
pp. 1079-1081
Persistent link: https://www.econbiz.de/10008699280
Saved in:
8
AK growth models : new evidence based on fractional integration and breaking trends
Cuñado Eizaguirre, Juncal
;
Gil-Alaña, Luis A.
;
Perez …
- In:
Recherches économiques de Louvain
75
(
2009
)
2
,
pp. 131-149
Persistent link: https://www.econbiz.de/10003847506
Saved in:
9
Nonlinearities and fractional integration in the US unemployment rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Oxford bulletin of economics and statistics
69
(
2007
)
4
,
pp. 521-544
Persistent link: https://www.econbiz.de/10003506541
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->