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~language:"eng"
~person:"Gil-Alaña, Luis A."
~person:"Harvey, David I."
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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ARCH-Modell
Zeitreihenanalyse
Time series analysis
242
Estimation
177
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176
Theorie
169
Theory
169
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108
Volatilität
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101
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Gil-Alaña, Luis A.
Harvey, David I.
McAleer, Michael
Gupta, Rangan
112
Phillips, Peter C. B.
87
Franses, Philip Hans
79
Caporale, Guglielmo Maria
72
Tiwari, Aviral Kumar
69
Ma, Feng
68
Taylor, Robert
59
Leybourne, Stephen James
54
Teräsvirta, Timo
49
Perron, Pierre
47
Serletis, Apostolos
47
Moosa, Imad A.
46
Koopman, Siem Jan
44
Chang, Tsangyao
43
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43
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43
Bahmani-Oskooee, Mohsen
37
Engle, Robert F.
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Linton, Oliver
37
Koop, Gary
35
Kumar, Dilip
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Wang, Yudong
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Lütkepohl, Helmut
34
Bouri, Elie
33
Herwartz, Helmut
33
Hammoudeh, Shawkat
32
Newbold, Paul
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Zhang, Yaojie
32
Ghysels, Eric
31
Mills, Terence C.
31
Wohar, Mark E.
31
Degiannakis, Stavros
30
Hendry, David F.
30
Hong, Yongmiao
30
Kang, Sang Hoon
30
Yoon, Seong-min
30
Francq, Christian
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Applied economics
23
Journal of econometrics
13
Applied economics letters
12
Econometric reviews
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Journal of forecasting
8
Energy economics
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Finance research letters
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Oxford bulletin of economics and statistics
7
Tourism economics : the business and finance of tourism and recreation
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International review of economics & finance : IREF
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International journal of finance & economics : IJFE
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International journal of forecasting
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International review of financial analysis
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economics and finance
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Journal of time series econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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African journal of economic and sustainable development
2
Applied econometrics and international development
2
CBN journal of applied statistics
2
Economic modelling
2
European review of economics and finance
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International journal of theoretical and applied finance
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ECONIS (ZBW)
284
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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 and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
3
Credit-to-GDP ratios – non-linear trends and persistence : evidence from 44 OECD economies
Cuestas, Juan Carlos
;
Gil-Alaña, Luis A.
;
Malmierca, María
- In:
Journal of economic studies
50
(
2023
)
3
,
pp. 448-463
Persistent link: https://www.econbiz.de/10014252396
Saved in:
4
Persistence and long run co-movements across stock market prices
Gil-Alaña, Luis A.
;
Infante, Juan
;
Martín-Valmayor, …
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 347-357
Persistent link: https://www.econbiz.de/10014429885
Saved in:
5
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
6
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
Saved in:
7
Real-time monitoring of bubbles and crashes
Whitehouse, Emily J.
;
Harvey, David I.
;
Leybourne, …
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
3
,
pp. 482-513
Persistent link: https://www.econbiz.de/10014304411
Saved in:
8
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:
9
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
10
The behaviour of real interest rates : new evidence from a "suprasecular" perspective
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
International finance : the only journal bridging the …
25
(
2022
)
1
,
pp. 46-64
Persistent link: https://www.econbiz.de/10013183818
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