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Search: subject:"fractional integration."
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fractional integration
504
Zeitreihenanalyse
330
Time series analysis
312
Fractional integration
304
Schätzung
213
Estimation
195
long memory
169
persistence
126
Theorie
124
Theory
111
Kointegration
97
Cointegration
95
Fractional Integration
92
Long memory
90
USA
71
ARMA-Modell
67
Volatility
67
ARMA model
66
Persistence
65
Volatilität
64
Einheitswurzeltest
59
Strukturbruch
59
Unit root test
58
Schätztheorie
55
Estimation theory
54
Großbritannien
54
Structural break
53
Aktienmarkt
51
Stock market
51
United Kingdom
51
United States
50
Inflation
49
fractional cointegration
45
Börsenkurs
42
Long Memory
40
Share price
39
EU-Staaten
36
Unemployment
35
Welt
35
World
35
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Free
643
Undetermined
243
CC license
13
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Book / Working Paper
598
Article
374
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1
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325
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242
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242
Graue Literatur
149
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149
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147
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13
research-article
6
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2
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English
708
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258
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3
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1
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Caporale, Guglielmo Maria
300
Gil-Alaña, Luis A.
297
Gil-Alana, Luis A.
109
Nielsen, Morten Ørregaard
43
Plastun, Alex
25
Carcel, Hector
24
Gil-Alana, Luis Alberiko
20
Gupta, Rangan
20
Sibbertsen, Philipp
20
Abakah, Emmanuel Joel Aikins
18
Gil-Alana, Luis
17
Ozdemir, Zeynel Abidin
17
Lovcha, Yuliya
16
Cuestas, Juan Carlos
15
Ooms, Marius
15
You, Kefei
15
Koopman, Siem Jan
14
Nautz, Dieter
14
Poza, Carlos
14
McAleer, Michael
13
Coleman, Simeon
12
Johansen, Søren
12
Barros, Carlos Pestana
11
Cavaliere, Giuseppe
11
Tansel, Aysit
11
Taylor, Robert
11
Yaya, OlaOluwa S.
11
Balcilar, Mehmet
10
Caporale, GM
10
Chang, Chia-Lin
10
Hassler, Uwe
10
Infante, Juan
10
Gil-Alana, LA
9
Lucas, André
9
Meller, Barbara
9
Monge González, Manuel
9
Shimotsu, Katsumi
9
Trani, Tommaso
9
Bos, Charles S.
8
Canarella, Giorgio
8
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School of Economics and Management, University of Aarhus
25
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
16
CESifo
15
Economics Department, Queen's University
13
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
13
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
11
Cowles Foundation for Research in Economics, Yale University
7
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
6
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
6
Nottingham Trent University, Nottingham Business School, Economics Division
6
Department of Economics, Faculty of Economic and Management Sciences
5
EconWPA
5
Erasmus University Rotterdam, Econometric Institute
5
HAL
5
Tinbergen Instituut
5
Department of Economics and Business, Universitat Pompeu Fabra
4
Department of Economics, University of Sheffield
4
School of Economics and Business Administration, University of Navarra
4
Tinbergen Institute
4
Wirtschaftswissenschaftliche Fakultät, Universität Regensburg
4
Department of Economics and Finance, College of Business and Economics
3
Department of Economics, Boston University
3
Department of Economics, Management School
3
Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin
3
Facultat d'Economia i Empresa, Universitat de Barcelona
3
Instituto Valenciano de Investigaciones Económicas (IVIE)
3
London School of Economics (LSE)
3
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
3
Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover
3
Bank of Japan
2
Barcelona Graduate School of Economics (Barcelona GSE)
2
Departamento de Economía, Pontificia Universidad Católica del Perú
2
Department of Economics, Boston College
2
Department of Economics, Rutgers University-New Brunswick
2
Department of Economics, University of Birmingham
2
Econometric Society
2
European Central Bank
2
HWWA Institut für Wirtschaftsforschung
2
Institute for the Study of Labor (IZA)
2
Institute of Economic Research, Kyoto University
2
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CESifo Working Paper
73
CESifo working papers
61
Economics and finance working paper series
30
DIW Discussion Papers
28
Applied economics
19
CREATES Research Papers
17
Discussion Papers of DIW Berlin
16
Queen's Economics Department Working Paper
16
CESifo Working Paper Series
15
Discussion papers / Deutsches Institut für Wirtschaftsforschung
13
SFB 373 Discussion Paper
13
SFB 373 Discussion Papers
13
Working Papers / Economics Department, Queen's University
13
MPRA Paper
11
Economics letters
10
Studies in Nonlinear Dynamics & Econometrics
10
Empirical Economics
9
Tinbergen Institute Discussion Papers
9
Applied economics letters
8
Economics Working Papers / School of Economics and Management, University of Aarhus
8
Finance research letters
8
Physica A: Statistical Mechanics and its Applications
8
Research in international business and finance
8
Cowles Foundation Discussion Papers
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
Hannover Economic Papers (HEP)
7
International journal of finance & economics : IJFE
7
Journal of econometrics
7
Discussion paper / Tinbergen Institute
6
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
6
Econometric Institute Research Papers
6
SSE/EFI Working Paper Series in Economics and Finance
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Tinbergen Institute Discussion Paper
6
Working Paper
6
Working Papers / Nottingham Trent University, Nottingham Business School, Economics Division
6
Working Papers in Economics
6
Econometric Institute Report
5
Econometric reviews
5
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Source
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ECONIS (ZBW)
393
RePEc
366
EconStor
191
BASE
15
Other ZBW resources
7
USB Cologne (business full texts)
1
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141
Growth vs value investing : persistence and time trend before and after COVID-19
Monge González, Manuel
;
Lazcano, Ana
;
Parada, José Luis
- In:
Research in international business and finance
65
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014435748
Saved in:
142
The instability of stablecoins
Duan, Kun
;
Urquhart, Andrew
- In:
Finance research letters
52
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014472118
Saved in:
143
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:
144
Fractional
integration
and volatility transmission between real estate and stock markets : novel evidence from a FIGARCH-BEKK approach
Kyriakou, Maria I.
;
Koulakiotis, Athanasios
;
Kiohos, …
- In:
The journal of real estate finance and economics
66
(
2023
)
4
,
pp. 939-962
Persistent link: https://www.econbiz.de/10014258997
Saved in:
145
Forecasting under long memory
Hassler, Uwe
;
Pohle, Marc-Oliver
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 742-778
Persistent link: https://www.econbiz.de/10014314818
Saved in:
146
Testing the hypothesis of duration dependence in the US housing market
Dettoni, Robinson
;
Gil-Alaña, Luis A.
- In:
Finance research letters
58
(
2023
)
4
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014632834
Saved in:
147
Financial technologies (FinTech) revolution and COVID-19 : time trends and persistence
Ceron, Berta Marcos
;
Monge González, Manuel
- In:
Review of development finance
13
(
2023
)
1
,
pp. 58-64
Persistent link: https://www.econbiz.de/10014637421
Saved in:
148
A test for the efficiency of Nigerian REITs stocks
Gil-Alaña, Luis A.
;
Umar, Hassana Babangida
;
Usman, …
- In:
Review of development finance
13
(
2023
)
2
,
pp. 35-43
Persistent link: https://www.econbiz.de/10014637440
Saved in:
149
Persistence and dependence in geopolitical risks in various developed and developing countries
Solarin Sakiru Adebola
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1488-1496
Persistent link: https://www.econbiz.de/10014253418
Saved in:
150
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
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