//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Gil-Alaña, Luis A."
~person:"Stulz, René M."
~subject:"ARMA-Modell"
~subject:"Stock market"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: "Health care reform" OR "Health care systems" OR "USA"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARMA-Modell
Stock market
USA
121
United States
121
Time series analysis
37
Zeitreihenanalyse
37
Estimation
36
Schätzung
36
Börsenkurs
24
Share price
24
Cointegration
20
Kointegration
20
Großbritannien
15
United Kingdom
15
Japan
13
Structural break
13
Strukturbruch
13
Theorie
13
Theory
13
Capital income
12
Einheitswurzeltest
12
Kapitaleinkommen
12
Unit root test
12
Exchange rate
10
Wechselkurs
10
Arbeitslosigkeit
8
Unemployment
8
Ankündigungseffekt
7
Announcement effect
7
Deutschland
7
Financial crisis
7
Finanzkrise
7
Fractional integration
7
Germany
7
Interest rate
7
US dollar
7
US-Dollar
7
Zins
7
ARMA model
6
Aktienindex
6
Business cycle
6
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
Arbeitspapier
27
Graue Literatur
27
Non-commercial literature
27
Working Paper
27
Aufsatz in Zeitschrift
10
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
10
Author
All
Gil-Alaña, Luis A.
Stulz, René M.
Gupta, Rangan
17
Meriç, Gülser
11
Ma, Feng
10
Meriç, İlhan
10
Xuan Vinh Vo
9
Mensi, Walid
8
Subrahmanyam, Avanidhar
8
Wohar, Mark E.
8
Balcilar, Mehmet
7
Guo, Hui
7
Hammoudeh, Shawkat
7
He, Ling T.
7
Jareño, Francisco
7
Kang, Sang Hoon
7
Mehdian, Seyed M.
7
Wong, Wing Keung
7
Yang, Jian
7
Bohl, Martin T.
6
Campbell, John Y.
6
Frijns, Bart
6
Grobys, Klaus
6
Nguyen, Duc Khuong
6
Ratner, Mitchell
6
Wilson, Patrick James
6
Adrangi, Bahram
5
Bessembinder, Hendrik
5
Bouri, Elie
5
Chang, Tsangyao
5
Hatemi-J, Abdulnasser
5
Karolyi, G. Andrew
5
Kolari, James W.
5
Laopodis, Nikiforos
5
Liu, Y. Angela
5
Lucey, Brian M.
5
Ludvigson, Sydney C.
5
Marquering, Wessel A.
5
Mignon, Valérie
5
Nikkinen, Jussi
5
Pan, Ming-Shiun
5
more ...
less ...
Published in...
All
Economics letters
3
Applied economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of finance & economics : IJFE
1
International journal of theoretical and applied finance
1
International review of financial analysis
1
Journal of forecasting
1
The journal of finance : the journal of the American Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The persistence of unemployment in the
USA
and Europe in terms of fractionally ARIMA models
Gil-Alaña, Luis A.
- In:
Applied economics
33
(
2001
)
10
,
pp. 1263-1269
Persistent link: https://www.econbiz.de/10001590553
Saved in:
2
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
3
Long-run and cyclical dynamics in the US stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Journal of forecasting
33
(
2014
)
2
,
pp. 147-161
Persistent link: https://www.econbiz.de/10010424845
Saved in:
4
Why are US stocks more volatile?
Bartram, Söhnke M.
;
Brown, Gregory W.
;
Stulz, René M.
- In:
The journal of finance : the journal of the American …
67
(
2012
)
4
,
pp. 1329-1370
Persistent link: https://www.econbiz.de/10010219828
Saved in:
5
A simple non-linear model with fractional integration for financial time series data
Gil-Alaña, Luis A.
- In:
International review of financial analysis
17
(
2008
)
5
,
pp. 838-848
Persistent link: https://www.econbiz.de/10003792309
Saved in:
6
Fractional integration and business cycle features
Candelon, Bertrand
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
29
(
2004
)
2
,
pp. 343-359
Persistent link: https://www.econbiz.de/10002080025
Saved in:
7
A mean shift break in the US interest rate
Gil-Alaña, Luis A.
- In:
Economics letters
77
(
2002
)
3
,
pp. 357-363
Persistent link: https://www.econbiz.de/10001711501
Saved in:
8
Structural breaks and fractional integration in the US output and unemployment rate
Gil-Alaña, Luis A.
- In:
Economics letters
77
(
2002
)
1
,
pp. 79-84
Persistent link: https://www.econbiz.de/10001698642
Saved in:
9
Fractional integration in the stock market volatility series
Gil-Alaña, Luis A.
- In:
International journal of theoretical and applied finance
5
(
2002
)
8
,
pp. 775-783
Persistent link: https://www.econbiz.de/10001763176
Saved in:
10
Mean reversion in the real exchange rates
Gil-Alaña, Luis A.
- In:
Economics letters
69
(
2000
)
3
,
pp. 285-288
Persistent link: https://www.econbiz.de/10001525583
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->