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The efficiency of the art market : evidence from variance ratio tests, linear and nonlinear fractional integration approaches
Aye, Goodness C.; Gil-Alaña, Luis A.; Gupta, Rangan; … - In: International review of economics & finance : IREF 51 (2017), pp. 283-294
Persistent link: https://www.econbiz.de/10011754449
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Forecasting the realized volatility in the Chinese stock market : further evidence
Pu, Wang; Chen, Yixiang; Ma, Feng - In: Applied economics 48 (2016) 31/33, pp. 3116-3130
Persistent link: https://www.econbiz.de/10011616957
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Long range dependence in the Indian stock market : evidence of fractional integration, non-linearities and breaks
Gil-Alaña, Luis A.; Tripathy, Trilochan - In: Journal of quantitative economics : official journal of … 14 (2016) 2, pp. 199-215
Persistent link: https://www.econbiz.de/10011639888
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Long range dependence in the indian stock market : evidence of fractional integration, non-linearities and breaks
Gil-Alaña, Luis A.; Tripathy, Trilochan - In: Journal of quantitative economics 14 (2016) 2, pp. 199-215
Persistent link: https://www.econbiz.de/10012418211
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The EMBI in Latin America : fractional integration, non-linearities and breaks
Caporale, Guglielmo Maria; Carcel, Hector; Gil-Alaña, … - In: Finance research letters 24 (2018), pp. 34-41
Persistent link: https://www.econbiz.de/10011982450
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Modelling time-varying volatility in the Indian stock returns : some empirical evidence
Tripathy, Trilochan; Gil-Alaña, Luis A. - In: Review of development finance 5 (2015) 2, pp. 91-97
Persistent link: https://www.econbiz.de/10011447272
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Less is more? : new evidence from stock market volatility predictability
Lu, Fei; Ma, Feng; Guo, Qiang - In: International review of financial analysis 89 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014467087
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Term structure persistence
Abbritti, Mirko; Gil-Alaña, Luis A.; Lovcha, Yuliya; … - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 331-352
Persistent link: https://www.econbiz.de/10011589005
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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
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The weekend effect : a fractional integration and trading robot analysis
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: International journal of bonds and derivatives 3 (2017) 2, pp. 114-131
Persistent link: https://www.econbiz.de/10011807770