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Long memory in the Spanish GDP using fractional integration with Bloomfield disturbances
Gil-Alaña, Luis A. - In: Applied economics letters 10 (2003) 1, pp. 33-37
Persistent link: https://www.econbiz.de/10001725687
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Persistence in youth unemployment
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2012
such as Spain, Portugal, Ireland and Finland, where appropriate policy actions are of the essence. Specifically, active …
Persistent link: https://www.econbiz.de/10009666800
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Persistence in youth unemployment
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2012
-memory processes respectively. The evidence suggests that persistence is particularly high in Japan and some EU countries such as Spain …
Persistent link: https://www.econbiz.de/10009630623
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Persistence in the realized betas : some evidence for the Spanish stock market
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2020
This paper examines the stochastic behaviour of the realized betas within the one-factor CAPM for the six companies with the highest market capitalization included in the Spanish IBEX stock market index. Fractional integration methods are applied to estimate their degree of persistence at the...
Persistent link: https://www.econbiz.de/10012194334
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Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries : a stochastic hidden Markov model approach
Antunes, Jorge Junio Moreira; Gil-Alaña, Luis A.; … - In: Financial modeling and risk management of energy and …, (pp. 191-229). 2022
Persistent link: https://www.econbiz.de/10013349945
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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
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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
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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
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The asymmetric behaviour of Spanish unemployment persistence
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2017
Persistent link: https://www.econbiz.de/10011893396
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Seasonal fractional integration in the Spanish tourism quarterly time series
Gil-Alaña, Luis A.; Perez de Gracia, Fernando; Cuñado … - In: Journal of travel research : a quarterly publication of … 42 (2004) 4, pp. 408-414
Persistent link: https://www.econbiz.de/10002084366