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~language:"eng"
~person:"Gil-Alaña, Luis A."
~person:"Stiglitz, Joseph E."
~subject:"Strukturbruch"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Book section"
~type_genre:"Collection of articles of several authors"
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Strukturbruch
Volatilität
Theorie
216
Theory
215
Time series analysis
174
Zeitreihenanalyse
174
Estimation
129
Schätzung
129
USA
116
United States
116
Welt
114
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114
Cointegration
64
Kointegration
64
Developing countries
56
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56
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56
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55
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45
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45
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43
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43
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38
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36
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Gil-Alaña, Luis A.
Stiglitz, Joseph E.
Gupta, Rangan
164
Bouri, Elie
89
Ma, Feng
87
Bahmani-Oskooee, Mohsen
81
McAleer, Michael
75
Tiwari, Aviral Kumar
71
Hammoudeh, Shawkat
66
Wohar, Mark E.
58
Bollerslev, Tim
55
Kang, Sang Hoon
54
Caporale, Guglielmo Maria
51
McMillan, David G.
50
Mensi, Walid
49
Narayan, Paresh Kumar
48
Andersen, Torben
46
Wang, Yudong
46
Xuan Vinh Vo
46
Kumar, Dilip
44
Pierdzioch, Christian
43
Balcilar, Mehmet
40
Salisu, Afees A.
40
Zhang, Yaojie
40
Lee, Chien-chiang
39
Chevallier, Julien
38
Demirer, Rıza
38
Hegerty, Scott W.
38
Apergēs, Nikolaos
37
Corbet, Shaen
37
Wei, Yu
37
Yoon, Seong-min
37
Roubaud, David
35
Lucey, Brian M.
34
Shahzad, Syed Jawad Hussain
34
Todorov, Viktor
34
Hamori, Shigeyuki
33
Ji, Qiang
33
Liang, Chao
33
Perron, Pierre
33
Brooks, Robert
32
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Applied economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Finance research letters
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Journal of economics and finance
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Economics letters
3
European review of economics and finance
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of finance & economics : IJFE
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Canadian journal of agricultural economics : CJAE
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Inflation : roles, targeting, and dynamics
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International Journal of Financial Studies : open access journal
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International advances in economic research
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Latin American business review : journal of the Business Association of Latin American Studies (BALAS)
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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Political economy of international monetary interdependence ; Pt. 1
1
Review of quantitative finance and accounting
1
Review of world economics
1
Stock returns : cyclicity, prediction and economic consequences
1
The European journal of finance
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The IUP journal of applied economics
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ECONIS (ZBW)
69
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1
Inflation in the G7 countries : persistence and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Journal of economics and finance : JEF
46
(
2022
)
3
,
pp. 493-506
Persistent link: https://www.econbiz.de/10013442202
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
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
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
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 50-61
Persistent link: https://www.econbiz.de/10012430865
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