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~accessRights:"restricted"
~language:"eng"
~person:"Gil-Alaña, Luis A."
~type_genre:"Article in journal"
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Time series analysis
67
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67
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63
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42
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33
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fractional integration
27
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Gil-Alaña, Luis A.
Gupta, Rangan
394
Tiwari, Aviral Kumar
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Lee, Chien-chiang
205
Cheng, T. C. E.
189
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188
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Xuan Vinh Vo
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Apergēs, Nikolaos
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Shahbaz, Muhammad
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Asongu, Simplice
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Wang, Ying
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Kraus, Sascha
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Wang, Wei
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Goodell, John W.
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Hammoudeh, Shawkat
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Bahmani-Oskooee, Mohsen
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Fabozzi, Frank J.
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Applied economics
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Tourism economics : the business and finance of tourism and recreation
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Finance research letters
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International review of economics & finance : IREF
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Journal of economics and finance
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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 financial analysis
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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121
Testing for bubbles in the BRICS stock markets
Chang, Tsangyao
;
Gil-Alaña, Luis A.
;
Aye, Goodness C.
; …
- In:
Journal of economic studies
43
(
2016
)
4
,
pp. 646-660
Persistent link: https://www.econbiz.de/10011692406
Saved in:
122
Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials
Cuestas, Juan Carlos
;
Gil-Alaña, Luis A.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10011431128
Saved in:
123
The weekend effect : an exploitable anomaly in the Ukrainian stock market?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economic studies
43
(
2016
)
6
,
pp. 954-965
Persistent link: https://www.econbiz.de/10011694413
Saved in:
124
Fractional integration and structural breaks in bank share prices in Nigeria
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
;
Adepoju, Adedayo A.
- In:
Review of development finance
5
(
2015
)
1
,
pp. 13-23
Persistent link: https://www.econbiz.de/10011447216
Saved in:
125
Inflation convergence in the East African community : a fractional integration and cointegration study
Carcel, Hector
;
Gil-Alaña, Luis A.
;
Madigu, Godfrey
- In:
Global economy journal : GEJ
15
(
2015
)
4
,
pp. 507-524
Persistent link: https://www.econbiz.de/10011427972
Saved in:
126
The Kenyan stock market : inefficiency, long memory, persistence and anomalies in the NSE-20
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
- In:
African journal of economic and sustainable development
4
(
2015
)
3
,
pp. 254-277
Persistent link: https://www.econbiz.de/10011440196
Saved in:
127
Modelling time-varying volatility in the Indian stock returns : some empirical evidence
Tripathy, Trilochan
;
Gil-Alaña, Luis A.
- In:
Review of development finance
5
(
2015
)
2
,
pp. 91-97
Persistent link: https://www.econbiz.de/10011447272
Saved in:
128
Mozambique metical exchange rate dynamics : evidence of fractional co-integration in the USA and South African rates
Barros, Carlos P.
;
Gil-Alaña, Luis A.
;
Faria, João Ricardo
- In:
The South African journal of economics
83
(
2015
)
4
,
pp. 569-575
Persistent link: https://www.econbiz.de/10011441920
Saved in:
129
Testing fractional persistence and non-linearities in the natural gas market : an application of non-linear deterministic terms based on Chebyshev polynomials in time
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
Energy economics
52
(
2015
)
1
,
pp. 240-245
Persistent link: https://www.econbiz.de/10011568248
Saved in:
130
Testing the Marshall-Lerner condition in Kenya
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Mudida, …
- In:
The South African journal of economics
83
(
2015
)
2
,
pp. 253-268
Persistent link: https://www.econbiz.de/10011439870
Saved in:
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