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subject:"USA"
type:"article"
~person:"Gil-Alaña, Luis A."
~person:"Payne, James E."
~subject:"Volatilität"
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USA
Volatilität
Estimation
166
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166
Time series analysis
83
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83
Cointegration
59
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59
Fractional integration
43
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40
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Gil-Alaña, Luis A.
Payne, James E.
Gupta, Rangan
91
Bahmani-Oskooee, Mohsen
53
Wohar, Mark E.
38
Caporale, Guglielmo Maria
37
Bollerslev, Tim
30
Pierdzioch, Christian
27
Ma, Feng
26
McAleer, Michael
26
Balcilar, Mehmet
25
Todorov, Viktor
25
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23
Bouri, Elie
23
Xuan Vinh Vo
23
Tiwari, Aviral Kumar
21
Kumar, Dilip
20
Belke, Ansgar
19
Hsing, Yu
18
Brooks, Robert
17
Kang, Sang Hoon
17
Serletis, Apostolos
17
Tauchen, George Eugene
17
Asai, Manabu
16
Hegerty, Scott W.
16
McMillan, David G.
16
Mensi, Walid
16
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Hammoudeh, Shawkat
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Jawadi, Fredj
15
Rashid, Abdul
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Yoon, Seong-min
15
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14
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14
Koopman, Siem Jan
14
Lee, Chien-chiang
14
Li, Jia
14
Miller, Stephen M.
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Sarno, Lucio
14
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Applied economics letters
5
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3
Economic modelling
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
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3
Applied economics
2
Finance research letters
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International journal of finance & economics : IJFE
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Annales d'économie et de statistique
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Stock returns : cyclicity, prediction and economic consequences
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ECONIS (ZBW)
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1
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
2
U.S. house prices by Census Division : persistence, trends and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International advances in economic research
29
(
2023
)
1/2
,
pp. 79-90
Persistent link: https://www.econbiz.de/10014251676
Saved in:
3
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
Saved in:
4
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
5
Comovements in military spending : evidence from a dynamic factor model with time-varying stochastic volatility
Isomitdinov, Hasan
;
Lee, Junsoo
;
Payne, James E.
- In:
Defence and peace economics
34
(
2023
)
1
,
pp. 13-35
Persistent link: https://www.econbiz.de/10013549837
Saved in:
6
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
Saved in:
7
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
8
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:
9
Inflation-targeting and inflation volatility : international evidence from the cosine-squared cepstrum
Antonakakis, Nikolaos
;
Christou, Christina
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
167
(
2021
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013269231
Saved in:
10
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:
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