Narrow search
Showing 31 - 40 of 68
Cover Image
The Kenyan stock market : inefficiency, long memory, persistence and anomalities in the NSE-20
Balparda, Borja; Caporale, Guglielmo Maria; Gil-Alaña, … - 2015
Persistent link: https://www.econbiz.de/10010527181
Cover Image
Modelling stock market data in China : cisis and Coronavirus
Cristofaro, Lorenzo; Gil-Alaña, Luis A.; Chen, Zhongfei; … - In: Finance research letters 41 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10013336246
Cover Image
Fractional integration and structural breaks in bank share prices in Nigeria
Gil-Alaña, Luis A.; Yaya, OlaOluwa S.; Adepoju, Adedayo A. - In: Review of development finance 5 (2015) 1, pp. 13-23
Persistent link: https://www.econbiz.de/10011447216
Cover Image
Long range dependence in the Indian stock market : evidence of fractional integration, non-linearities and breaks
Gil-Alaña, Luis A.; Tripathy, Trilochan - In: Journal of quantitative economics : official journal of … 14 (2016) 2, pp. 199-215
Persistent link: https://www.econbiz.de/10011639888
Cover Image
Long range dependence in the indian stock market : evidence of fractional integration, non-linearities and breaks
Gil-Alaña, Luis A.; Tripathy, Trilochan - In: Journal of quantitative economics 14 (2016) 2, pp. 199-215
Persistent link: https://www.econbiz.de/10012418211
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
Cover Image
Brexit and uncertainty in financial markets
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Trani, … - 2018
Persistent link: https://www.econbiz.de/10011995622
Cover Image
US stock market volatility persistence : evidence before and after the burst of the IT bubble
Cuñado, J.; Gil-Alaña, Luis A.; Perez de Gracia, Fernando - In: Review of quantitative finance and accounting 33 (2009) 3, pp. 233-252
Persistent link: https://www.econbiz.de/10003894796
Cover Image
The weekly structure of US stock prices
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2010
Persistent link: https://www.econbiz.de/10008748168
Cover Image
The weekly structure of US stock prices
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Applied financial economics 21 (2011) 22/24, pp. 1757-1764
Persistent link: https://www.econbiz.de/10009384839