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~person:"Caporale, Guglielmo Maria"
~person:"Robinson, Peter M."
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Schätzung
132
Estimation
131
Time series analysis
112
Theorie
111
Theory
110
Cointegration
69
Kointegration
69
USA
66
United States
65
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60
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60
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52
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52
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51
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48
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37
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36
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36
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34
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34
fractional integration
31
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30
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28
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27
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27
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36
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English
114
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Caporale, Guglielmo Maria
Robinson, Peter M.
Gil-Alaña, Luis A.
164
Phillips, Peter C. B.
76
Gupta, Rangan
73
Franses, Philip Hans
71
Teräsvirta, Timo
61
Kunst, Robert M.
60
Johansen, Søren
56
McAleer, Michael
54
Swanson, Norman R.
46
Nielsen, Morten Ørregaard
44
Kapetanios, George
42
Granger, C. W. J.
36
Harvey, Andrew C.
36
Jusélius, Katarina
33
Pesaran, M. Hashem
33
Hendry, David F.
31
Lux, Thomas
31
Taylor, Robert
31
Tiwari, Aviral Kumar
31
Mills, Terence C.
30
Haldrup, Niels
28
Hassler, Uwe
28
Miller, Stephen M.
27
Moosa, Imad A.
27
Nielsen, Bent
27
Chang, Tsangyao
26
Koop, Gary
26
Marcellino, Massimiliano
25
Newbold, Paul
25
Ravazzolo, Francesco
24
Dijk, Herman K. van
23
Shephard, Neil G.
23
Sibbertsen, Philipp
23
Costantini, Mauro
22
Dijk, Dick van
22
Timmermann, Allan
22
Österholm, Pär
22
Billio, Monica
21
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Hamburgisches Welt-Wirtschafts-Archiv
1
London School of Economics and Political Science
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
Suntory-Toyota International Centre for Economics and Related Disciplines
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Economics and finance working paper series
49
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
20
Suntory and Toyota International Centres for Economics and Related Disciplines
9
Applied economics letters
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of economics and finance
3
Journal of economics and finance : JEF
3
Applied economics
2
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2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Oxford bulletin of economics and statistics
2
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1
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1
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Reihe Ökonomie
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Review of financial economics : RFE
1
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The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
1
The empirical economics letters : a monthly international journal of economics
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Tourism economics : the business and finance of tourism and recreation
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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ECONIS (ZBW)
112
EconStor
2
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1
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
2
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
-
2019
Persistent link: https://www.econbiz.de/10011996362
Saved in:
3
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
-
2018
Persistent link: https://www.econbiz.de/10011995632
Saved in:
4
Prospects for a monetary union in the East Africa community : some empirical evidence
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2018
Persistent link: https://www.econbiz.de/10011995640
Saved in:
5
Persistence in the Russian stock market volatility indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
Persistent link: https://www.econbiz.de/10011995731
Saved in:
6
UK overseas visitors : seasonality and persistence
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2018
Persistent link: https://www.econbiz.de/10011995763
Saved in:
7
Fractional integration and the persistence of UK inflation, 1210-2016
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2018
Persistent link: https://www.econbiz.de/10011995775
Saved in:
8
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
Persistent link: https://www.econbiz.de/10011893067
Saved in:
9
Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2017
Persistent link: https://www.econbiz.de/10011893395
Saved in:
10
Persistence in the cryptocurrency market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
Persistent link: https://www.econbiz.de/10011893899
Saved in:
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