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A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach
Cuñado, J.; Gil-Alana, L.A.; de Gracia, F.Perez - In: Journal of banking & finance 29 (2005) 10, pp. 2633-2654
Persistent link: https://www.econbiz.de/10005880392
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Testing for stock market bubbles using nonlinear models and fractional integration
Cuñado, J.; Gil-Alana, L.A.; de Gracia, F.Perez - In: Applied financial economics 17 (2007) 16-18, pp. 1313-1322
Persistent link: https://www.econbiz.de/10007894364
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Testing for stock market bubbles using nonlinear models and fractional integration
Cuñado, J.; Gil-Alana, L.A.; de Gracia, F.Perez - In: Applied financial economics 17 (2007) 16, pp. 1313-1322
Persistent link: https://www.econbiz.de/10007874392
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Real convergence in Africa in the second-half of the 20th century
Cuñado, J.; Pérez de Gracia, F. - In: Journal of economics and business 58 (2006) 2, pp. 153-167
Persistent link: https://www.econbiz.de/10005918158
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A Fractionally Integrated Exponential Model for UK Unemployment
Gil-Alana, L.A. - In: Journal of forecasting 20 (2001) 5, pp. 329-340
Persistent link: https://www.econbiz.de/10006900228
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Modelling international monthly arrivals using seasonal univariate long-memory processes
Gil-Alana, L.A. - In: Tourism management : research, policies, practice 26 (2005) 6, pp. 867-878
Persistent link: https://www.econbiz.de/10006811616
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Fractional integration in daily stock market indexes
Gil-Alana, L.A. - In: Review of financial economics : RFE 15 (2006) 1, pp. 28-48
Persistent link: https://www.econbiz.de/10006422476
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AK growth models: new evidence based on fractional integration and breaking trends
Cunado, J.; Gil-Alana, L.A.; Pérez de Gracia, F. - In: Recherches économiques de Louvain 75 (2009) 2, pp. 131-150
Persistent link: https://www.econbiz.de/10008708457
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Real convergence in some emerging countries: a fractionally integrated approach
Cunado, J.; Gil-Alana, L.A.; Pérez de Gracia, F. - In: Recherches économiques de Louvain 73 (2007) 3, pp. 293-311
Persistent link: https://www.econbiz.de/10008709377
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FRACTIONAL INTEGRATION AT ZERO AND THE CYCLICAL FREQUENCIES IN THE SPECIFICATION OF US PRICES
Gil-Alana, L.A. - In: The Singapore economic review : journal of the Economic … 50 (2005) 2, pp. 169-174
Persistent link: https://www.econbiz.de/10007638806