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Long memory
Zeitreihenanalyse
449
Time series analysis
434
Schätzung
330
Estimation
312
fractional integration
278
USA
252
United States
233
Theorie
228
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156
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Großbritannien
135
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persistence
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long memory
127
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117
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116
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110
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110
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109
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109
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108
Volatilität
107
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103
Structural break
99
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84
Persistence
78
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75
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74
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74
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72
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71
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71
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70
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70
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Gil-Alaña, Luis A.
55
Caporale, Guglielmo Maria
23
Gil-Alana, Luis A.
21
Gupta, Rangan
10
Gil-Alana, Luis
9
Barros, Carlos Pestana
7
Tripathy, Trilochan
6
Candelon, Bertrand
5
Shittu, Olanrewaju I.
5
Yaya, OlaOluwa S.
5
Caporale, Guglielmo
4
Carcel, Hector
4
Abakah, Emmanuel Joel Aikins
3
Payne, James E.
3
Andre, Christophe
2
Aye, Goodness C.
2
Cuñado Eizaguirre, Juncal
2
Plastun, Alex
2
'Maseka, Lesaoana
1
Balcilar, Mehmet
1
Balparda, Borja
1
Belete, Abenet
1
Boateng, Alexander
1
Carmona-González, Nieves
1
Chen, Zhongfei
1
Faria, João Ricardo
1
García Tapia, Silvia
1
Gil-Alana, L.
1
Gil-Alana, Luis Alberiko
1
Gil-alana, Luis
1
Infante, Juan
1
Madigu, Godfrey
1
Malmierca-Ordoqui, Maria
1
Martin-Valmayor, Miguel
1
Martín-Valmayor, Miguel Angel
1
Monge González, Manuel
1
Mudida, Robert
1
Perez de Gracia, Fernando
1
Pestana Barros, Carlos
1
Peña, Javier De
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
7
Department of Economics, Faculty of Economic and Management Sciences
4
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
3
Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS)
1
ISEG - School of Economics and Management, Department of Economics, University of Lisbon
1
School of Economics and Business Administration, University of Navarra
1
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SFB 373 Discussion Paper
7
SFB 373 Discussion Papers
7
Empirical Economics
5
Empirica
4
Journal of economics and finance : JEF
4
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
4
Discussion Papers of DIW Berlin
3
Economics and finance working paper series
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Research in international business and finance
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Energy economics
2
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
2
Finance research letters
2
Journal of international money and finance
2
Journal of quantitative economics
2
CBN Journal of Applied Statistics
1
CBN journal of applied statistics
1
DIW Discussion Papers
1
Defence and Peace Economics
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Economic Modelling
1
Economic modelling
1
Economics Series / Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS)
1
Empirica : journal of european economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy Economics
1
Energy Policy
1
European Research Studies Journal
1
Faculty Working Papers
1
International Advances in Economic Research
1
International Review of Financial Analysis
1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of International Money and Finance
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Multinational Finance Journal
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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ECONIS (ZBW)
41
RePEc
38
EconStor
9
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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
Evidence of persistence in U.S. short and long-term interest rates
Gil-Alaña, Luis A.
;
Cuñado Eizaguirre, Juncal
;
Gupta, …
- In:
Journal of policy modeling : JPMOD ; a social science …
39
(
2017
)
5
,
pp. 775-789
Persistent link: https://www.econbiz.de/10011792860
Saved in:
3
Persistence, mean-reversion and non-linearities in CO2 emissions : evidence from the BRICS and G7 countries
Gil-Alaña, Luis A.
;
Cuñado Eizaguirre, Juncal
;
Gupta, …
- In:
Environmental & resource economics : the official …
67
(
2017
)
4
,
pp. 869-883
Persistent link: https://www.econbiz.de/10011803607
Saved in:
4
Mean reversion of short run interest rates in emerging countries
Candelon, Bertrand
;
Gil-Alaña, Luis A.
-
2002
Persistent link: https://www.econbiz.de/10001720576
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
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
Saved in:
8
On the persistence and volatility in European, American and Asian stocks bull and bear markets
Gil-Alaña, Luis A.
;
Shittu, Olanrewaju I.
;
Yaya, …
- In:
Journal of international money and finance
40
(
2014
),
pp. 149-162
Persistent link: https://www.econbiz.de/10010239995
Saved in:
9
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
29
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
Saved in:
10
Comovements among U.S. state housing prices : evidence from fractional cointegration
Barros, Carlos Pestana
;
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Economic modelling
29
(
2012
)
3
,
pp. 936-942
Persistent link: https://www.econbiz.de/10009545491
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