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subject:"Volatilität"
type:"article"
~person:"Gil-Alaña, Luis A."
~subject:"Theorie"
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Volatilität
Theorie
Estimation
129
Schätzung
129
Time series analysis
80
Zeitreihenanalyse
80
Cointegration
48
Kointegration
48
Fractional integration
43
Theory
32
USA
30
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30
fractional integration
25
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22
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22
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20
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18
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44
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Gil-Alaña, Luis A.
Gupta, Rangan
73
Bahmani-Oskooee, Mohsen
48
Caporale, Guglielmo Maria
40
Wohar, Mark E.
33
Bollerslev, Tim
29
McAleer, Michael
28
Pierdzioch, Christian
28
Serletis, Apostolos
28
Ma, Feng
27
Kumbhakar, Subal
25
Todorov, Viktor
25
Tiwari, Aviral Kumar
24
Apergēs, Nikolaos
22
Belke, Ansgar
22
Bouri, Elie
22
Brooks, Robert
21
Xuan Vinh Vo
21
Balcilar, Mehmet
20
Kumar, Dilip
20
Narayan, Paresh Kumar
20
Lee, Chien-chiang
19
McMillan, David G.
18
Rashid, Abdul
18
Fabozzi, Frank J.
17
Hautsch, Nikolaus
17
Kang, Sang Hoon
17
MacDonald, Ronald
17
Tauchen, George Eugene
17
Asai, Manabu
16
Chiang, Thomas C.
16
Herwartz, Helmut
16
Mensi, Walid
16
Moosa, Imad A.
16
Peel, David
16
Blundell, Richard W.
15
Jawadi, Fredj
15
Pesaran, M. Hashem
15
Wang, Yudong
15
Yoon, Seong-min
15
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Applied economics letters
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Research in international business and finance
3
Applied economics
2
Economic modelling
2
Empirica : journal of european economics
2
Finance research letters
2
Journal of economics and finance : JEF
2
Oxford bulletin of economics and statistics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Applied financial economics letters
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International journal of finance & economics : IJFE
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Recherches économiques de Louvain
1
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Stock returns : cyclicity, prediction and economic consequences
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ECONIS (ZBW)
44
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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
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:
3
Private and public debt convergence : a fractional cointegration approach
Malmierca-Ordoqui, Maria
;
Gil-Alaña, Luis A.
;
Bermejo …
- In:
Empirica : journal of european economics
51
(
2024
)
1
,
pp. 161-183
Persistent link: https://www.econbiz.de/10014492069
Saved in:
4
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:
5
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
Saved in:
6
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:
7
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:
8
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:
9
Gender diversity index. measuring persistence
Rio, Marta del
;
Infante, Juan
;
Gil-Alaña, Luis A.
- In:
Research in international business and finance
58
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013286443
Saved in:
10
Testing Okun's Law : theoretical and empirical considerations using fractional integration
Gil-Alaña, Luis A.
;
Škare, Marinko
;
Blazevic Buric, Sanja
- In:
Applied economics
52
(
2020
)
5
,
pp. 459-474
Persistent link: https://www.econbiz.de/10012197424
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