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~subject:"Fractional integration"
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Fractional integration
Zeitreihenanalyse
464
Time series analysis
449
Schätzung
332
Estimation
314
fractional integration
281
USA
242
Theorie
235
Theory
227
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223
Kointegration
160
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155
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136
persistence
136
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134
long memory
129
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118
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117
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117
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110
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109
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106
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99
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97
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94
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88
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74
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73
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67
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Gil-Alaña, Luis A.
80
Caporale, Guglielmo Maria
50
Gil-Alana, Luis A.
20
Gil-Alana, Luis
9
Abakah, Emmanuel Joel Aikins
8
Carcel, Hector
7
Gupta, Rangan
6
Yaya, OlaOluwa S.
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
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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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
London School of Economics (LSE)
1
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Research in international business and finance
7
DIW Discussion Papers
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Finance research letters
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International review of economics & finance : IREF
5
SFB 373 Discussion Paper
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SFB 373 Discussion Papers
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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
Review of development finance
3
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2
Asian Journal of Empirical Research
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2
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Journal of economics and finance : JEF
2
Journal of quantitative economics
2
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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 / 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
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Empirica
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Empirica : journal of european economics
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Energy strategy reviews
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European Research Studies Journal
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International Advances in Economic Research
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International advances in economic research
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ECONIS (ZBW)
68
RePEc
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EconStor
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Other ZBW resources
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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
Saved in:
2
Testing fractional persistence and non-linearities in the natural gas market : an application of non-linear deterministic terms based on Chebyshev polynomials in time
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
Energy economics
52
(
2015
)
1
,
pp. 240-245
Persistent link: https://www.econbiz.de/10011568248
Saved in:
3
Modelling long-range dependence and non-linearity in the infant mortality rates of African countries
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
- In:
International advances in economic research : IAER ; an …
26
(
2020
)
3
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012415228
Saved in:
4
How do stocks in BRICS co-move with real estate stocks?
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
;
Akinsomi, Omokolade
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 93-101
Persistent link: https://www.econbiz.de/10012486337
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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