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~subject:"Fractional integration"
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Fractional integration
Zeitreihenanalyse
449
Time series analysis
434
Schätzung
330
Estimation
312
fractional integration
278
USA
252
United States
233
Theorie
228
Theory
220
Kointegration
156
Cointegration
151
Großbritannien
135
United Kingdom
133
persistence
133
long memory
127
Börsenkurs
118
Share price
117
Einheitswurzeltest
110
Unit root test
110
Stock market
109
Volatility
109
Aktienmarkt
108
Volatilität
107
Strukturbruch
103
Structural break
99
Long memory
88
Unemployment
84
Persistence
78
Welt
75
Arbeitslosigkeit
74
World
74
EU-Staaten
72
Capital income
71
Kapitaleinkommen
71
EU countries
70
Konjunktur
70
Business cycle
65
ARMA model
63
ARMA-Modell
63
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Undetermined
58
Free
49
CC license
2
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Article
82
Book / Working Paper
34
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Article in journal
62
Aufsatz in Zeitschrift
62
Working Paper
18
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Article
2
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1
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1
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1
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1
technical-paper
1
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English
89
Undetermined
27
Author
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Gil-Alaña, Luis A.
81
Caporale, Guglielmo Maria
50
Gil-Alana, Luis A.
20
Gil-Alana, Luis
9
Abakah, Emmanuel Joel Aikins
8
Carcel, Hector
7
Yaya, OlaOluwa S.
7
Gupta, Rangan
6
Barros, Carlos Pestana
4
Lovcha, Yuliya
4
Claudio-Quiroga, Gloria
3
Moreno, Antonio
3
Poza, Carlos
3
Trani, Tommaso
3
Candelon, Bertrand
2
Caporale, Guglielmo
2
Cuestas, Juan Carlos
2
Cuñado Eizaguirre, Juncal
2
Gil-Alana, Luis Alberiko
2
Infante, Juan
2
Madigu, Godfrey
2
Melnicenco, Eduard
2
Monge, Manuel
2
Plastun, Alex
2
Tiwari, Aviral Kumar
2
You, Kefei
2
Adepoju, Adedayo A.
1
Akinsomi, Omokolade
1
Andre, Christophe
1
Antonakakis, Nikolaos
1
Arthur, Emmanuel Kwesi
1
Aruchunan, Elayaraja
1
BARROS, Carlos Pestana
1
Balcilar, Mehmet
1
Balparda, Borja
1
Barros, Carlos
1
Belete, Abenet
1
Bermejo Muñoz, Lorenzo
1
Boateng, Alexander
1
CHEN, Zhongfei
1
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DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
6
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
5
Department of Economics, Faculty of Economic and Management Sciences
2
Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
1
London School of Economics (LSE)
1
School of Economics and Business Administration, University of Navarra
1
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Research in international business and finance
7
DIW Discussion Papers
6
Discussion Papers of DIW Berlin
6
Economics and finance working paper series
5
Finance research letters
5
International review of economics & finance : IREF
5
SFB 373 Discussion Paper
5
SFB 373 Discussion Papers
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Empirical Economics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Review of development finance
3
Applied economics
2
Asian Journal of Empirical Research
2
Defence and Peace Economics
2
Economics letters
2
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Journal of economics and finance : JEF
2
Journal of quantitative economics
2
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
2
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Applied economics letters
1
CESifo Working Paper
1
Defence and peace economics
1
Discussion Papers (REL - Recherches Economiques de Louvain)
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Eastern economic journal
1
Economic Modelling
1
Economic integration, currency union, and sustainable and inclusive growth in East Africa
1
Economic modelling
1
Empirica
1
Empirica : journal of european economics
1
Energy economics
1
Energy strategy reviews
1
European Research Studies Journal
1
Faculty Working Papers
1
International Advances in Economic Research
1
International advances in economic research
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ECONIS (ZBW)
69
RePEc
32
EconStor
14
Other ZBW resources
1
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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
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
Saved in:
3
Is inflation persistence different in reality?
Antonakakis, Nikolaos
;
Cuñado Eizaguirre, Juncal
; …
- In:
Economics letters
148
(
2016
),
pp. 55-58
Persistent link: https://www.econbiz.de/10011619821
Saved in:
4
All road user casualties (killed) in Great Britain from 1926 : linear and nonlinear trends with persistent data
Gil-Alaña, Luis A.
- In:
Journal of quantitative economics
22
(
2024
)
3
,
pp. 631-640
Persistent link: https://www.econbiz.de/10015185233
Saved in:
5
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:
6
Economic policy uncertainty : persistence and cross-country linkages
Abakah, Emmanuel Joel Aikins
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013286262
Saved in:
7
Gender diversity index. measuring persistence
Rio, Marta del
;
Infante, Juan
;
Gil-Alaña, Luis A.
- In:
Research in international business and finance
58
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013286443
Saved in:
8
Basque terrorism : police action, political measures and the influence of violence on the stock market in the Basque Country
Barros, Carlos Pestana
;
Caporale, Guglielmo Maria
; …
- In:
Defence and peace economics
20
(
2009
)
4
,
pp. 287-301
Persistent link: https://www.econbiz.de/10003902479
Saved in:
9
Estimating persistence in the volatility of asset returns with signal plus noise models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International journal of finance & economics : IJFE
17
(
2012
)
1
,
pp. 23-30
Persistent link: https://www.econbiz.de/10009507857
Saved in:
10
Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Multinational finance journal : MF ; quarterly …
16
(
2012
)
1/2
,
pp. 105-136
Persistent link: https://www.econbiz.de/10010257552
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