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subject:"Portfolio-Management"
subject:"United States"
~person:"Gil-Alaña, Luis A."
~subject:"Mean reversion"
~subject:"Share price"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio-Management
United States
Mean reversion
Share price
Theorie
64
Theory
64
Time series analysis
45
Zeitreihenanalyse
45
Estimation
35
Schätzung
35
Einheitswurzeltest
17
Unit root test
17
Fractional integration
16
Cointegration
14
Kointegration
14
USA
13
Capital income
9
Kapitaleinkommen
9
Persistence
9
fractional integration
9
Börsenkurs
8
long memory
8
Volatility
7
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6
Großbritannien
6
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6
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5
Nonlinear regression
5
Business cycle
4
Efficient market hypothesis
4
Effizienzmarkthypothese
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Kaufkraftparität
4
Konjunktur
4
Mean Reversion
4
Purchasing power parity
4
Saisonale Schwankungen
4
Seasonal variations
4
Statistical test
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Article
23
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Aufsatz in Zeitschrift
Arbeitspapier
32
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32
Graue Literatur
31
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31
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23
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English
23
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Gil-Alaña, Luis A.
Fabozzi, Frank J.
49
Jarrow, Robert A.
35
Wong, Wing Keung
32
Gupta, Rangan
30
Korn, Ralf
29
Heckman, James J.
27
Escobar, Marcos
26
Li, Duan
25
Chavas, Jean-Paul
24
Levy, Haim
24
Markowitz, Harry
22
Caporale, Guglielmo Maria
21
Engle, Robert F.
21
Lo, Andrew W.
21
Timmermann, Allan
21
Zagst, Rudi
21
Campbell, John Y.
20
Ferson, Wayne E.
20
Prigent, Jean-Luc
20
Lien, Da-hsiang Donald
19
Madan, Dilip B.
19
Platen, Eckhard
19
Satchell, Stephen
19
Wohar, Mark E.
19
Wong, Hoi Ying
19
Zhou, Guofu
19
Forsyth, Peter A.
18
Lee, Cheng F.
18
Schwartz, Eduardo S.
18
Siu, Tak Kuen
18
Stein, Jeremy C.
18
Wang, Ruodu
18
Christiano, Lawrence J.
17
Cochrane, John H.
17
Cvitanić, Jakša
17
Diebold, Francis X.
17
Faff, Robert W.
17
Garcia, René
17
Gollier, Christian
17
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Applied economics
2
Applied economics letters
2
Economic modelling
2
Finance research letters
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
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
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of economics and finance
1
Journal of economics and finance : JEF
1
Oxford bulletin of economics and statistics
1
Recherches économiques de Louvain
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Research in international business and finance
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ECONIS (ZBW)
23
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23
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
Stock market prices and dividends in the US : bubbles or long-run equilibria relationships?
Dettoni, Robinson
;
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014544069
Saved in:
3
Persistence in the market risk premium : evidence across countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
45
(
2021
)
3
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012547070
Saved in:
4
Testing the hypothesis of duration dependence in the US housing market
Dettoni, Robinson
;
Gil-Alaña, Luis A.
- In:
Finance research letters
58
(
2023
)
4
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014632834
Saved in:
5
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:
6
Persistence in US Treasury bonds
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
- In:
Finance research letters
45
(
2022
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014578142
Saved in:
7
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:
8
An examination of trade-weighted real exchange rates based on fractional integration
Gil-Alaña, Luis A.
;
Trani, Tommaso
- In:
International economics : a journal published by CEPII …
158
(
2019
),
pp. 64-76
Persistent link: https://www.econbiz.de/10012318739
Saved in:
9
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:
10
Long memory and mean reversion in real exchange rates in Latin America
Gil-Alaña, Luis A.
;
Sauci, Laura
- In:
Applied economics
50
(
2018
)
29
,
pp. 3148-3155
Persistent link: https://www.econbiz.de/10012037549
Saved in:
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