EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"fractional integration."
Narrow search

Narrow search

Year of publication
Subject
All
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
more ... less ...
Online availability
All
Free 643 Undetermined 243 CC license 13
Type of publication
All
Book / Working Paper 598 Article 374 Other 1
Type of publication (narrower categories)
All
Working Paper 325 Article in journal 242 Aufsatz in Zeitschrift 242 Graue Literatur 149 Non-commercial literature 149 Arbeitspapier 147 Article 13 research-article 6 Hochschulschrift 2 Aufsatz im Buch 1 Aufsatzsammlung 1 Book section 1 Collection of articles of several authors 1 Collection of articles written by one author 1 Conference paper 1 Konferenzbeitrag 1 Sammelwerk 1 Sammlung 1 Thesis 1 technical-paper 1
more ... less ...
Language
All
English 708 Undetermined 258 German 3 Hungarian 1 Lithuanian 1 Russian 1 Spanish 1
more ... less ...
Author
All
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
more ... less ...
Institution
All
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
more ... less ...
Published in...
All
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
more ... less ...
Source
All
ECONIS (ZBW) 393 RePEc 366 EconStor 191 BASE 15 Other ZBW resources 7 USB Cologne (business full texts) 1
Showing 181 - 190 of 973
Cover Image
Stock market linkages between the ASEAN countries, China and the US : a fractional cointegration approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - 2019
Persistent link: https://www.econbiz.de/10011996351
Saved in:
Cover Image
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:
Cover Image
CO2 emissions and GDP : evidence from China
Caporale, Guglielmo Maria; Claudio-Quiroga, Gloria; … - 2019
fractional integration and cointegration methods. The univariate results indicate that the two series are highly persistent …
Persistent link: https://www.econbiz.de/10012119768
Saved in:
Cover Image
Energy consumption in the GCC countries : evidence on persistence
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Monge, … - 2019
This paper examines the statistical properties of energy consumption in the GCC countries applying fractional … integration methods to annual data from 1980 to 2014. The results indicate that both the raw and the logged series exhibit a …
Persistent link: https://www.econbiz.de/10011962319
Saved in:
Cover Image
Stock market linkages between the ASEAN countries, China and the US : a fractional cointegration approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - 2019
monthly) are analysed using fractional integration and fractional cointegration methods. Further, recursive cointegration …
Persistent link: https://www.econbiz.de/10011982404
Saved in:
Cover Image
Testing for single bubble episode in the Nigerian stock market : an empirical investigation
Iliyasu, Jamilu; Saba, Ndayezhin D. - In: CBN journal of applied statistics 10 (2019) 1, pp. 29-49
This study evaluates a single bubble episode in the Nigerian Stock Exchange (NSE) by utilizing monthly data on nominal and real all-share index (ASI) from January 2010 to December 2017. Analysis of data based on Sup Augmented Dickey-Fuller (SADF) test for bubble detection suggests non-existence...
Persistent link: https://www.econbiz.de/10012178349
Saved in:
Cover Image
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 - 2019
This paper uses fractional integration techniques to examine the stochastic behaviour of high and low stock prices in …
Persistent link: https://www.econbiz.de/10012022262
Saved in:
Cover Image
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos - 2019
indices, namely the FTSE100 (UK), DAX30 (Germany), CAC40 (France), IBEX35 (Spain) and FTSE MIB40 (Italy), using fractional … integration methods. The empirical results provide no evidence of non-linearities in either prices or returns; the former are …
Persistent link: https://www.econbiz.de/10012024535
Saved in:
Cover Image
Long memory factor model : on estimation of factor memories
Cheung, Ying Lun - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 756-769
Persistent link: https://www.econbiz.de/10013534489
Saved in:
Cover Image
Bunker fuel, commodity prices and shipping market indices following the COVID-19 pandemic : a time-frequency analysis
Monge González, Manuel - In: International economics : a journal published by CEPII … 172 (2022), pp. 29-39
Persistent link: https://www.econbiz.de/10014339394
Saved in:
  • First
  • Prev
  • 14
  • 15
  • 16
  • 17
  • 18
  • 19
  • 20
  • 21
  • 22
  • 23
  • 24
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...