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subject:"Estimation"
subject:"Zeitreihenanalyse"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
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Estimation
Zeitreihenanalyse
Schätzung
4
fractional integration
4
Time series analysis
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Aktienmarkt
2
Börsenkurs
2
Cointegration
2
Großbritannien
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Inflation expectations
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Gil-Alaña, Luis A.
Heckman, James J.
Gupta, Rangan
6
Cheung, Yin-Wong
5
Afonso, António
4
Kanas, Angelos
4
Wohar, Mark E.
4
Caporale, Guglielmo Maria
3
Chang, Tsangyao
3
Hammoudeh, Shawkat
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Hyde, Stuart
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2
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2
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2
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2
Coakley, Jerry
2
De Grauwe, Paul
2
De Vita, Glauco
2
Friberg, Richard
2
Green, Christopher J.
2
Hook, Law Siong
2
Jareño, Francisco
2
Kouretas, Georgios P.
2
Lai, Kon-sun
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Ma, Feng
2
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2
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2
Yaya, OlaOluwa S.
2
Zarangas, Leonidas P.
2
Abosedra, Salah S.
1
Abusharbeh, Mohammed T.
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International journal of finance & economics : IJFE
CESifo working papers
43
Economics and finance working paper series
33
Working paper / National Bureau of Economic Research, Inc.
30
NBER Working Paper
28
NBER working paper series
28
Discussion paper series / IZA
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
22
Applied economics
11
Applied economics letters
11
IZA Discussion Paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Discussion papers of interdisciplinary research project 373
9
Research in international business and finance
6
EUI working paper / ECO
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Working paper / IFAU - Institute for Labour Market Policy Evaluation
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Economic modelling
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International review of economics & finance : IREF
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Journal of econometrics
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Journal of political economy
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Review of development finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
CEMMAP working papers / Centre for Microdata Methods and Practice
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Finance research letters
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Journal of economics and finance : JEF
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The South African journal of economics
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UCD Geary Institute discussion paper series
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Department of Economics working papers
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Economics letters
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Emerging markets, finance and trade : EMFT
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Empirica : journal of european economics
2
International economic review
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International review of financial analysis
2
Journal of economics and finance
2
Journal of labor economics
2
Oxford bulletin of economics and statistics
2
Review of financial economics : RFE
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1
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
2
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
3
Fractional integration and asymmetric volatility in European, American and Asian bull and bear markets : application to high-frequency stock data
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Shittu, …
- In:
International journal of finance & economics : IJFE
20
(
2015
)
3
,
pp. 276-290
Persistent link: https://www.econbiz.de/10011348408
Saved in:
4
The purchasing power parity hypothesis in the US-China relationship : fractional integration, time variation and data frequency
Gil-Alaña, Luis A.
;
Jiang, Liang
- In:
International journal of finance & economics : IJFE
18
(
2013
)
1
,
pp. 82-92
Persistent link: https://www.econbiz.de/10009721889
Saved in:
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