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subject:"Volatility"
~accessRights:"restricted"
~person:"Aghion, Philippe"
~person:"Gil-Alaña, Luis A."
~subject:"Theorie"
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Volatility
Theorie
Estimation
72
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72
Time series analysis
38
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38
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31
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27
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27
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15
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fractional integration
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Aghion, Philippe
Gil-Alaña, Luis A.
Gupta, Rangan
64
Bahmani-Oskooee, Mohsen
28
Ma, Feng
26
Bouri, Elie
22
Marcellino, Massimiliano
22
Pierdzioch, Christian
21
Balcilar, Mehmet
20
Serletis, Apostolos
19
Tiwari, Aviral Kumar
18
Wohar, Mark E.
18
Xuan Vinh Vo
17
Todorov, Viktor
16
Apergēs, Nikolaos
15
Kang, Sang Hoon
15
Mensi, Walid
14
Bollerslev, Tim
13
Jawadi, Fredj
13
Lee, Chien-chiang
13
Li, Jia
13
Nonejad, Nima
13
Wang, Yudong
13
Wei, Yu
13
Yoon, Seong-min
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Wu, Xinyu
12
Zhang, Yaojie
12
Zhu, Huiming
12
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11
Kelly, Bryan T.
11
Kumar, Dilip
11
Kumbhakar, Subal
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11
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10
Chan, Joshua
10
Demirer, Rıza
10
Forni, Mario
10
Narayan, Paresh Kumar
10
Prokopczuk, Marcel
10
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10
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10
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
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2
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Finance research letters
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Research in international business and finance
2
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Empirica : journal of european economics
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1
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:
2
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:
3
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:
4
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:
5
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
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6
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:
7
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
Saved in:
8
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:
9
High and low prices and the range in the European stock markets : a long-memory approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Research in international business and finance
52
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012543286
Saved in:
10
Volatility persistence in cryptocurrency markets under structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 680-691
Persistent link: https://www.econbiz.de/10012487193
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