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~isPartOf:"International journal of finance & economics : IJFE"
~language:"eng"
~person:"Gil-Alaña, Luis A."
~type_genre:"Article in journal"
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fractional integration
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2
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Gil-Alaña, Luis A.
Caporale, Guglielmo Maria
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Kanas, Angelos
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Shahbaz, Muhammad
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Cheung, Yin-Wong
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Gupta, Rangan
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International journal of finance & economics : IJFE
Applied economics
36
Applied economics letters
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Tourism economics : the business and finance of tourism and recreation
12
Economics letters
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Empirica : journal of european economics
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International review of economics & finance : IREF
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International review of financial analysis
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Review of development finance
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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European review of economics and finance
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International journal of theoretical and applied finance
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The South African journal of economics
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African development review
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African journal of economic and sustainable development
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Emerging markets, finance and trade : EMFT
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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Oxford bulletin of economics and statistics
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Review of financial economics : RFE
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Review of international economics
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Annales d'économie et de statistique
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ECONIS (ZBW)
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1
Persistence and dependence in geopolitical risks in various developed and developing countries
Solarin Sakiru Adebola
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1488-1496
Persistent link: https://www.econbiz.de/10014253418
Saved in:
2
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
3
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
4
Fractional integration and asymmetric volatility in European, American and Asian bull and bear markets : application to high-frequency stock data
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Shittu, …
- In:
International journal of finance & economics : IJFE
20
(
2015
)
3
,
pp. 276-290
Persistent link: https://www.econbiz.de/10011348408
Saved in:
5
The purchasing power parity hypothesis in the US-China relationship : fractional integration, time variation and data frequency
Gil-Alaña, Luis A.
;
Jiang, Liang
- In:
International journal of finance & economics : IJFE
18
(
2013
)
1
,
pp. 82-92
Persistent link: https://www.econbiz.de/10009721889
Saved in:
6
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:
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