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Fractional integration and str...
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Time series analysis
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40
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fractional integration
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Gil-Alaña, Luis A.
153
Gil-Alana, Luis A.
55
Caporale, Guglielmo Maria
51
Gil-Alana, Luis
41
Gupta, Rangan
40
Cuñado Eizaguirre, Juncal
31
Perez de Gracia, Fernando
25
Barros, Carlos Pestana
18
Abakah, Emmanuel Joel Aikins
14
Cunado, Juncal
14
Payne, James E.
12
Carcel, Hector
11
Yaya, OlaOluwa S.
11
Cuestas, Juan Carlos
10
Plastun, Alex
9
Tiwari, Aviral Kumar
9
Antonakakis, Nikolaos
7
Caporale, Guglielmo
7
Cunado, J.
7
Cuñado, Juncal
7
Gil-Alana, Luis Alberiko
7
Moreno, Antonio
7
Mudida, Robert
7
Faria, João Ricardo
6
Gabauer, David
6
Gracia, Fernando Perez de
6
Gracia, Fernando Pérez de
6
Tripathy, Trilochan
6
Wanke, Peter
6
Aye, Goodness C.
5
Chang, Tsangyao
5
Chen, Zhongfei
5
Christou, Christina
5
Gil-Alana, L.
5
Poza, Carlos
5
Trani, Tommaso
5
Wohar, Mark E.
5
Ayala, Astrid
4
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4
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4
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International review of economics & finance : IREF
9
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8
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8
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8
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7
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7
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4
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4
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4
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ECONIS (ZBW)
176
RePEc
133
Other ZBW resources
21
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1
Stationarity and long range dependence of carbon dioxide emissions : evidence for disaggregated data
Barros, Carlos Pestana
;
Gil-Alaña, Luis A.
;
Perez de …
- In:
Environmental & resource economics : the official …
63
(
2016
)
1
,
pp. 45-56
Persistent link: https://www.econbiz.de/10011588941
Saved in:
2
Persistence, mean reversion and non-linearities in the US housing prices over 1830–2013
Gil-Alaña, Luis A.
;
Gupta, Rangan
;
Perez de Gracia, …
- In:
Applied economics
48
(
2016
)
34/36
,
pp. 3244-3252
Persistent link: https://www.econbiz.de/10011617196
Saved in:
3
Precious metal prices : a tale of four US recessions
Agnese, Pablo
;
Garcia-del-Barrio, Pedro
;
Gil-Alaña, Luis A.
- In:
Studies in economics and finance
41
(
2024
)
5
,
pp. 1012-1022
Persistent link: https://www.econbiz.de/10015199620
Saved in:
4
Dynamic connectedness among the implied volatilities of oil prices and financial assets : new evidence of the COVID-19 pandemic
Antonakakis, Nikolaos
;
Cuñado Eizaguirre, Juncal
; …
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 114-123
Persistent link: https://www.econbiz.de/10014239933
Saved in:
5
Dynamic spillovers across precious metals and oil realized volatilities : evidence from quantile extended joint connectedness measures
Cuñado Eizaguirre, Juncal
;
Chatziantoniou, Ioannis
; …
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014426696
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6
Oil prices and economic activity : evidence for G-7 economies based on a wavelet approach
Redin, Dulce
;
Rodriguez, Ignacio
;
Cuñado Eizaguirre, Juncal
- In:
Applied economics letters
25
(
2018
)
5
,
pp. 305-308
Persistent link: https://www.econbiz.de/10011854488
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7
Oil volatility, oil and gas firms and portfolio diversification
Antonakakis, Nikolaos
;
Cuñado Eizaguirre, Juncal
; …
- In:
Energy economics
70
(
2018
),
pp. 499-515
Persistent link: https://www.econbiz.de/10011942874
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8
Oil and asset classes implied volatilities : investment strategies and hedging effectiveness
Antonakakis, Nikolaos
;
Cuñado Eizaguirre, Juncal
; …
- In:
Energy economics
91
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012518750
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9
Commodity price shocks, supply chain disruptions and U.S. inflation
Diaz, Elena
;
Cuñado Eizaguirre, Juncal
;
Perez de …
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014631294
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10
The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
3
,
pp. 913-935
Persistent link: https://www.econbiz.de/10011949976
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