//--> //--> //--> //-->
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
~language:"eng"
~type_genre:"Article in journal"
~person:"Gil-Alaña, Luis A."
~person:"Fabozzi, Frank J."
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:
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
174
Zeitreihenanalyse
174
Estimation
146
Schätzung
146
Theorie
141
Theory
141
USA
112
United States
112
Portfolio selection
79
Portfolio-Management
79
Cointegration
64
Kointegration
64
Volatility
57
Volatilität
57
Fractional integration
55
Capital income
52
Kapitaleinkommen
52
Börsenkurs
51
Share price
51
Aktienmarkt
48
Stock market
48
Großbritannien
46
United Kingdom
46
fractional integration
43
Einheitswurzeltest
40
Unit root test
40
Persistence
38
Structural break
38
Strukturbruch
38
Welt
36
World
36
Option pricing theory
35
Optionspreistheorie
35
Stochastic process
34
Stochastischer Prozess
34
Long memory
33
CAPM
28
Arbeitslosigkeit
27
Unemployment
27
Inflation
26
more ...
less ...
Online availability
All
Undetermined
248
Free
31
Type of publication
All
Article
635
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
640
Working Paper
348
Arbeitspapier
283
Graue Literatur
279
Non-commercial literature
279
Aufsatz im Buch
151
Book section
151
Collection of articles of several authors
46
Sammelwerk
46
Lehrbuch
31
Textbook
28
Handbook
22
Handbuch
22
Aufsatzsammlung
19
Article
7
Glossar enthalten
4
Glossary included
4
Bibliographie
3
Einführung
3
Conference paper
2
Guidebook
2
Interview
2
Konferenzbeitrag
2
Mehrbändiges Werk
2
Multi-volume publication
2
Ratgeber
2
Bibliografie
1
Enzyklopädie
1
Festschrift
1
Monografische Reihe
1
Nachschlagewerk
1
Reference book
1
Rezension
1
Series
1
Wörterbuch
1
more ...
less ...
Language
All
English
Author
All
Gil-Alaña, Luis A.
Fabozzi, Frank J.
Gupta, Rangan
567
Bahmani-Oskooee, Mohsen
454
Nijkamp, Peter
426
Cheng, T. C. E.
350
Hassan, M. Kabir
344
Audretsch, David B.
339
Apergēs, Nikolaos
332
Wright, Mike
325
Narayan, Paresh Kumar
306
Tiwari, Aviral Kumar
290
Lee, Chien-chiang
289
Tsionas, Efthymios G.
285
Cebula, Richard J.
283
Eichengreen, Barry
281
Kraus, Sascha
279
Hasan, Iftekhar
278
Lien, Da-hsiang Donald
273
Smyth, Russell
266
Zhang, Wei
262
Chan, Kam C.
260
Faff, Robert W.
260
Phillips, Peter C. B.
260
Creedy, John
251
Beladi, Hamid
248
McAleer, Michael
245
Caporale, Guglielmo Maria
242
Frey, Bruno S.
241
Güth, Werner
241
Stiglitz, Joseph E.
239
Kumbhakar, Subal
238
Egger, Peter
234
Haan, Jakob de
233
Serletis, Apostolos
233
Wohar, Mark E.
232
Shahbaz, Muhammad
230
List, John A.
226
Williams, Colin C.
225
Moosa, Imad A.
224
more ...
less ...
Published in...
All
Applied economics
45
The journal of portfolio management : JPM
34
The journal of portfolio management : a publication of Institutional Investor
29
Applied economics letters
22
The journal of fixed income
21
Economics letters
16
International journal of theoretical and applied finance
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Finance research letters
13
Journal of banking & finance
13
Applied financial economics
12
Tourism economics : the business and finance of tourism and recreation
12
International review of financial analysis
11
Computational economics
9
European journal of operational research : EJOR
9
Journal of economics and finance
9
Research in international business and finance
9
Economic modelling
8
Empirica : journal of european economics
8
The journal of fixed income : JFI
8
Energy economics
7
International journal of finance & economics : IJFE
7
International review of economics & finance : IREF
7
Journal of international money and finance
7
Review of quantitative finance and accounting
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
6
Journal of forecasting
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Defence and peace economics
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
Journal of policy modeling : JPMOD ; a social science forum of world issues
5
Review of development finance
5
The journal of asset management : a major new, international quarterly journal for the financial community
5
The journal of derivatives : JOD
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Applied financial economics letters
4
European financial management : the journal of the European Financial Management Association
4
European review of economics and finance
4
Journal of economic dynamics & control
4
more ...
less ...
Source
All
ECONIS (ZBW)
640
Showing
1
-
10
of
640
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
What difference do new factor models make in portfolio allocation?
Fabozzi, Frank J.
;
Huang, Dashan
;
Jiang, Fuwei
;
Wang, Jiexun
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451422
Saved in:
3
Private and public debt convergence : a fractional cointegration approach
Malmierca-Ordoqui, Maria
;
Gil-Alaña, Luis A.
;
Bermejo …
- In:
Empirica : journal of european economics
51
(
2024
)
1
,
pp. 161-183
Persistent link: https://www.econbiz.de/10014492069
Saved in:
4
Factors behind the performance of green bond markets
Adekoya, Oluwasegun B.
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 92-106
Persistent link: https://www.econbiz.de/10014474235
Saved in:
5
A machine learning approach for comparing the largest firm effect
Kim, Jang Ho
;
Han, Jiwoon
;
Kang, Taehyeon
;
Fabozzi, Frank J.
- In:
Emerging markets review
54
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014336723
Saved in:
6
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
7
Caplets/floorlets with backward-looking risk-free rates under the one- and two-factor hull-white models
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of derivatives : JOD
31
(
2023
)
1
,
pp. 96-110
Persistent link: https://www.econbiz.de/10014422392
Saved in:
8
Persistence and long run co-movements across stock market prices
Gil-Alaña, Luis A.
;
Infante, Juan
;
Martín-Valmayor, …
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 347-357
Persistent link: https://www.econbiz.de/10014429885
Saved in:
9
Tourist arrivals and overnight stays along the Croatian Adriatic Coast : changes in persistence and seasonality from the COVID-19 disruption
Payne, James E.
;
Gil-Alaña, Luis A.
;
Mervar, Andrea
; …
- In:
Tourism economics : the business and finance of tourism …
29
(
2023
)
6
,
pp. 1679-1693
Persistent link: https://www.econbiz.de/10014384529
Saved in:
10
Alternative risk premium : specification noise
Gorman, Stephen A.
;
Fabozzi, Frank J.
- In:
The journal of asset management : a major new, …
24
(
2023
)
6
,
pp. 459-473
Persistent link: https://www.econbiz.de/10014419524
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->