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~language:"eng"
~language:"hrv"
~person:"Gil-Alaña, Luis A."
~subject:"USA"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
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USA
Volatility
Time series analysis
172
Zeitreihenanalyse
172
Estimation
126
Schätzung
126
United States
75
Cointegration
64
Kointegration
64
Theorie
59
Theory
59
Fractional integration
55
fractional integration
44
Großbritannien
43
United Kingdom
43
Einheitswurzeltest
39
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39
Persistence
38
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38
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38
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37
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36
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36
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34
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persistence
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24
long memory
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Article
101
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Gil-Alaña, Luis A.
Gupta, Rangan
238
Cebula, Richard J.
174
Bahmani-Oskooee, Mohsen
163
Wohar, Mark E.
107
Neumark, David
104
Viscusi, W. Kip
100
Bouri, Elie
97
Uri, Noel Dean
97
Poterba, James M.
94
Gruber, Jonathan
88
Ma, Feng
88
McAleer, Michael
86
Hammoudeh, Shawkat
84
Madura, Jeff
82
Apergēs, Nikolaos
79
Glaeser, Edward L.
79
Krueger, Alan B.
79
Partridge, Mark D.
79
Caporale, Guglielmo Maria
78
Serletis, Apostolos
78
Tiwari, Aviral Kumar
76
Jorgenson, Dale Weldeau
74
Auerbach, Alan J.
73
Burkhauser, Richard V.
73
Heckman, James J.
73
Cutler, David M.
70
Feldstein, Martin S.
70
Payne, James E.
70
Card, David E.
69
Mishra, Ashok K.
68
Mixon, Franklin G.
68
Sirmans, Clemon F.
68
Audretsch, David B.
65
Slemrod, Joel
65
Fabozzi, Frank J.
64
Goodwin, Barry K.
64
McMillan, David G.
64
Ewing, Bradley T.
63
Hassan, M. Kabir
63
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Applied economics letters
8
Applied economics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Economics letters
5
Economic modelling
4
Finance research letters
3
International journal of finance & economics : IJFE
3
International review of financial analysis
3
Journal of banking & finance
3
Journal of economics and finance
3
Research in international business and finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied financial economics
2
Empirica : journal of european economics
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
2
International review of economics & finance : IREF
2
Journal of forecasting
2
Review of financial economics : RFE
2
Review of quantitative finance and accounting
2
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
2
Tourism economics : the business and finance of tourism and recreation
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Annales d'économie et de statistique
1
Applied financial economics letters
1
Canadian journal of agricultural economics : CJAE
1
Computational economics
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Energy economics
1
European review of economics and finance
1
IMA journal of management mathematics
1
International Journal of Financial Studies : open access journal
1
International advances in economic research
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of theoretical and applied finance
1
Journal of Asian economics
1
Journal of economics & business
1
Journal of economics and finance : JEF
1
Journal of international money and finance
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
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1
Fractional cointegration between energy imports to the EURO area and exchange rates to the US dollar
Malmierca-Ordoqui, Maria
;
Gil-Alaña, Luis A.
;
Monge …
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
2
,
pp. 859-882
Persistent link: https://www.econbiz.de/10014519716
Saved in:
2
The influence of economic policy uncertainty shocks on art market
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Applied economics
55
(
2023
)
29
,
pp. 3404-3421
Persistent link: https://www.econbiz.de/10014299160
Saved in:
3
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
4
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
Saved in:
5
Measuring volatility persistence in leveraged loan markets in the presence of structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
78
(
2022
),
pp. 141-152
Persistent link: https://www.econbiz.de/10013334550
Saved in:
6
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
7
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:
8
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:
9
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:
10
U.S. house prices by Census Division : persistence, trends and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International advances in economic research
29
(
2023
)
1/2
,
pp. 79-90
Persistent link: https://www.econbiz.de/10014251676
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