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subject:"Volatility"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Gil-Alaña, Luis A."
~subject:"EU countries"
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Volatility
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fractional integration
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Gil-Alaña, Luis A.
Afonso, António
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International journal of finance & economics : IJFE
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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:
2
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
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