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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
Other
1
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Working Paper
325
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242
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242
Graue Literatur
149
Non-commercial literature
149
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147
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13
research-article
6
Hochschulschrift
2
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1
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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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1
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Author
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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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431
The PPP hypothesis revisited : evidence using a multivariate long-memory model
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Lovcha, …
- In:
The empirical economics letters : a monthly …
17
(
2018
)
5
,
pp. 563-567
Persistent link: https://www.econbiz.de/10011913379
Saved in:
432
The comparative dynamics of developed and emerging stock markets : a long memory perspective
Bhattacharya, Sharad Nath
;
Bhattacharya, Mousumi
; …
- In:
Theoretical economics letters
8
(
2018
)
8
,
pp. 1493-1509
Persistent link: https://www.econbiz.de/10011888389
Saved in:
433
A study of fractionally integrated time series using descriptive methods
Clark, Steven P.
;
Coggin, T. Daniel
- In:
Applied economics
50
(
2018
)
2
,
pp. 172-186
Persistent link: https://www.econbiz.de/10011845932
Saved in:
434
Data measurement and the change in persistence of tourist arrivals to the United States in the aftermath of the September 11th terrorist attacks
Payne, James E.
;
Gil-Alaña, Luis A.
- In:
Tourism economics : the business and finance of tourism …
24
(
2018
)
1
,
pp. 41-50
Persistent link: https://www.econbiz.de/10011873327
Saved in:
435
A note on conditional variance and decaying rate : Chinese equity market
Amanjot Singh
- In:
Journal of quantitative economics
16
(
2018
)
2
,
pp. 595-611
Persistent link: https://www.econbiz.de/10012418518
Saved in:
436
Monetary policy shocks, inflation persistence, and long memory
Lovcha, Yuliya
;
Perez-Laborda, Alejandro
- In:
Journal of macroeconomics
55
(
2018
),
pp. 117-127
Persistent link: https://www.econbiz.de/10012127581
Saved in:
437
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
Saved in:
438
Powerful nonparametric seasonal unit root tests
Eroğlu, Burak Alparslan
;
Göğebakan, Kemal Çağlar
; …
- In:
Economics letters
167
(
2018
),
pp. 75-80
Persistent link: https://www.econbiz.de/10012015793
Saved in:
439
Multivariate models with long memory dependence in conditional correlation and volatility
Dark, Jonathan
- In:
Journal of empirical finance
48
(
2018
),
pp. 162-180
Persistent link: https://www.econbiz.de/10012109291
Saved in:
440
Long memory and mean reversion in real exchange rates in Latin America
Gil-Alaña, Luis A.
;
Sauci, Laura
- In:
Applied economics
50
(
2018
)
29
,
pp. 3148-3155
Persistent link: https://www.econbiz.de/10012037549
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