19
H index
58
i10 index
1921
Citations
Luis Alberiko Gil-Alana : Citation Profile
Universidad de Navarra (50% share) | RESEARCH PRODUCTION: 382 Articles 248 Papers 6 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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24 years (1997 - 2021). Relations with other researchers
Main data
Where Luis Alberiko Gil-Alana has published?
Recent works citing Luis Alberiko Gil-Alana (2021 and 2020)
| Year | Title of citing document | |
|---|---|---|
| 2020 | Fighting terrorism in Africa: complementarity between inclusive development, military expenditure and political stability. (2020). Asongu, Simplice ; Singh, Pritam ; le Roux, Sara. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/004. Full description at Econpapers || Download paper | |
| 2021 | A bad turn deserves another: linkages between terrorism, capital flight and industrialisation. (2021). Nting, Rexon ; Asongu, Simplice ; Nnanna, Joseph. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/011. Full description at Econpapers || Download paper | |
| 2020 | Fighting terrorism in Africa: complementarity between inclusive development, military expenditure and political stability. (2020). Asongu, Simplice ; Singh, Pritam ; le Roux, Sara. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/004. Full description at Econpapers || Download paper | |
| 2021 | A bad turn deserves another: linkages between terrorism, capital flight and industrialisation. (2021). Asongu, Simplice ; Nting, Rexon T ; Nnanna, Joseph. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/011. Full description at Econpapers || Download paper | |
| 2020 | Bitcoins as a determinant of stock market movements: A comparison of Indian and Chinese Stock Markets. (2020). Bhatnagar, Dyal ; Bhullar, Pritpal Singh. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(624):y:2020:i:3(624):p:193-202. Full description at Econpapers || Download paper | |
| 2020 | Does strategic commodities price respond to U.S. Partisan Conflict? Evidence from a parametric test of Granger causality in quantiles. (2018). Jiang, Yong. In: Papers. RePEc:arx:papers:1810.08396. Full description at Econpapers || Download paper | |
| 2020 | Profit-oriented sales forecasting: a comparison of forecasting techniques from a business perspective. (2020). Lemahieu, Wilfried ; Baesens, Bart ; van den Bossche, Filip ; van Calster, Tine. In: Papers. RePEc:arx:papers:2002.00949. Full description at Econpapers || Download paper | |
| 2020 | Seasonal and Trend Forecasting of Tourist Arrivals: An Adaptive Multiscale Ensemble Learning Approach. (2020). Wang, Shouyang ; Ju-e Guo, ; Bi, Dan ; Suna, Shaolong. In: Papers. RePEc:arx:papers:2002.08021. Full description at Econpapers || Download paper | |
| 2021 | Cryptocurrency Trading: A Comprehensive Survey. (2020). Wu, Fan ; Martinez-Regoband, David ; Li, Lingbo ; Kanthan, Leslie ; Kong, Hoiliong ; Basios, Michail ; Ventre, Carmine ; Fang, Fan. In: Papers. RePEc:arx:papers:2003.11352. Full description at Econpapers || Download paper | |
| 2020 | Macroeconomic Forecasting with Fractional Factor Models. (2020). Hartl, Tobias. In: Papers. RePEc:arx:papers:2005.04897. Full description at Econpapers || Download paper | |
| 2020 | Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies. (2020). Reule, Raphael ; Hardle, Wolfgang Karl ; Raphael, ; Petukhina, Alla A. In: Papers. RePEc:arx:papers:2009.04200. Full description at Econpapers || Download paper | |
| 2020 | Volterra mortality model: Actuarial valuation and risk management with long-range dependence. (2020). Wong, Hoi Ying ; Chiu, Mei Choi ; Wang, Ling. In: Papers. RePEc:arx:papers:2009.09572. Full description at Econpapers || Download paper | |
| 2020 | Knowledge Discovery in Cryptocurrency Transactions: A Survey. (2020). Liu, Si-Hao ; Jiang, Xin-Jian ; Tse, Chi Kong. In: Papers. RePEc:arx:papers:2010.01031. Full description at Econpapers || Download paper | |
| 2020 | The use of scaling properties to detect relevant changes in financial time series: a new visual warning tool. (2020). Brandi, Giuseppe ; Antoniades, Ioannis P ; di Matteo, T ; Magafas, L G. In: Papers. RePEc:arx:papers:2010.08890. Full description at Econpapers || Download paper | |
| 2020 | Exploring the Predictability of Cryptocurrencies via Bayesian Hidden Markov Models. (2020). Leonardos, Stefanos ; Koki, Constandina ; Piliouras, Georgios. In: Papers. RePEc:arx:papers:2011.03741. Full description at Econpapers || Download paper | |
| 2021 | Adaptive Complementary Ensemble EMD and Energy-Frequency Spectra of Cryptocurrency Prices. (2021). Zhao, Theodore ; Leung, Tim. In: Papers. RePEc:arx:papers:2105.08133. Full description at Econpapers || Download paper | |
| 2020 | Transmission of International Financial Shocks: A Cross Country Analysis. (2020). MALLICK, HRUSHIKESH ; Rout, Sanjay Kumar. In: Asian Development Policy Review. RePEc:asi:adprev:2020:p:236-259. Full description at Econpapers || Download paper | |
| 2020 | The Impact of Economic Events on Stock Market Returns: Evidence from India. (2020). Naik, Ramashanti ; Parab, Narayan ; Reddy, Y V. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:1232-1247. Full description at Econpapers || Download paper | |
| 2020 | Calendar Effect and Returns of Listed Companies on the Ghana Stock Exchange: A DOLS and GARCH Modelling. (2020). Asare-Adu, Anthony ; Atuah, Theophilus Sakyiamah ; Agyapong, Daniel. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:920-935. Full description at Econpapers || Download paper | |
| 2020 | International Spillovers of Interest Rate Shocks: An Empirical Analysis. (2020). Mallick, Hrushikesh ; Rout, Sanjay Kumar. In: Asian Journal of Empirical Research. RePEc:asi:ajoerj:2020:p:215-222. Full description at Econpapers || Download paper | |
| 2021 | Web Scraping Housing Prices in Real-time: the Covid-19 Crisis in the UK. (2021). Meunier, Baptiste ; Pouget, Sylvain ; Bricongne, Jean-Charles. In: Working papers. RePEc:bfr:banfra:827. Full description at Econpapers || Download paper | |
| 2020 | An empirical assessment of proposed solutions for resolving scale problems in value relevance accounting research. (2020). Garcia, Juan Manuel ; Martinez, Juana Aledo ; Grambovas, Christos A ; Gonzalez, Maria T. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3905-3933. Full description at Econpapers || Download paper | |
| 2020 | Fourier nonlinear quantile unit root test and PPP in Africa. (2020). Bahmani-Oskooee, Mohsen ; Chang, Tsang Yao ; Bahmanioskooee, Mohsen ; Ranjbar, Omid ; Niroomand, Farhang. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:72:y:2020:i:4:p:451-481. Full description at Econpapers || Download paper | |
| 2020 | Redistributive innovation policy, inequality, and efficiency. (2020). Getachew, Yoseph ; Basu, Parantap. In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:22:y:2020:i:3:p:532-554. Full description at Econpapers || Download paper | |
| 2021 | OPECs crude game: Strategic Competition and Regime-switching in Global Oil Markets. (2021). Gundersen, Thomas ; Hvinden, Even Soltvedt. In: Working Papers. RePEc:bny:wpaper:0096. Full description at Econpapers || Download paper | |
| 2020 | The welfare effects of infrastructure investment in a heterogeneous agents economy. (2020). Rioja, Felix ; Felix, Rioja ; John, Gibson. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:20:y:2020:i:1:p:17:n:26. Full description at Econpapers || Download paper | |
| 2020 | Cointegrated Dynamics for a Generalized Long Memory Process: Application to Interest Rates. (2020). McAleer, Michael ; Allen, David ; David, Allen ; Shelton, Peiris ; Manabu, Asai . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:12:y:2020:i:1:p:18:n:2. Full description at Econpapers || Download paper | |
| 2020 | The determinants of sovereign risk premiums in the UK and the European government bond market: The impact of Brexit. (2020). Kadiric, Samir. In: EIIW Discussion paper. RePEc:bwu:eiiwdp:disbei271. Full description at Econpapers || Download paper | |
| 2020 | Exchange Rate Targeting Versus Inflation Targeting: Empirical Analysis of the Impact on Employment and Economic Growth. (2020). Krukovi, Borivoje. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:2:p:67-85. Full description at Econpapers || Download paper | |
| 2020 | The Frequency of One-Day Abnormal Returns and Price Fluctuations in the FOREX. (2020). Plastun, Alex ; Oliinyk, Viktor ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8196. Full description at Econpapers || Download paper | |
| 2020 | Cyber Attacks, Spillovers and Contagion in the Cryptocurrency Markets. (2020). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Kang, Woo-Young. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8324. Full description at Econpapers || Download paper | |
| 2020 | Gold and Oil Prices: Abnormal Returns, Momentum and Contrarian Effects. (2020). Plastun, Alex ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8445. Full description at Econpapers || Download paper | |
| 2021 | Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty. (2021). Salisu, Afees ; GUPTA, RANGAN ; Das, Sonali ; Karmakar, Sayar. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_017. Full description at Econpapers || Download paper | |
| 2020 | Corporate Performance in Nigeria: The Effect of Oil Price and Exchange Rate Fluctuations. (2020). Olofin, Sodik Adejonwo ; Omoregie, Osaretin Kayode. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-01-21. Full description at Econpapers || Download paper | |
| 2020 | A Proposed System for Securing Cryptocurrency Via the Integration of Internet of Things with Blockchain. (2020). Sayed, Amr ; Ouf, Shimaa ; Ghalwesh, Atef. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-03-21. Full description at Econpapers || Download paper | |
| 2021 | Real Exchange Rate and Trade Balance Dynamics in Cote d’Ivoire. (2021). Keho, Yaya. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-01-6. Full description at Econpapers || Download paper | |
| 2020 | Impact of Oil Price Shocks on Sectoral Returns in Nigeria Stock Market. (2020). NWAKOBY, Ifeoma ; Onyeke, Chibueze E ; Nnamani, Chidiebere ; Ihegboro, Ifeoma. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-06-27. Full description at Econpapers || Download paper | |
| 2021 | Does Gold Retain its Hedge and Safe Haven Role for Energy Sector Indices During COVID-19 Pandemic? A Crossquantilogram Approach. (2021). Raju, Guntur Anjana ; Manohar, Jambotkar Mrunali. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-29. Full description at Econpapers || Download paper | |
| 2020 | A complete empirical ensemble mode decomposition and support vector machine-based approach to predict Bitcoin prices. (2020). Annamalai, Balamurugan ; Chandrasekaran, Shabana ; Aggarwal, Divya. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635019302266. Full description at Econpapers || Download paper | |
| 2020 | A time–frequency analysis of the impact of the Covid-19 induced panic on the volatility of currency and cryptocurrency markets. (2020). Gubareva, Mariya ; Umar, Zaghum. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303312. Full description at Econpapers || Download paper | |
| 2020 | High- and low-level chaos in the time and frequency market returns of leading cryptocurrencies and emerging assets. (2020). Alagidede, Imhotep Paul ; Omane-Adjepong, Maurice. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:132:y:2020:i:c:s096007791930520x. Full description at Econpapers || Download paper | |
| 2020 | The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets. (2020). Bekiros, Stelios ; Lahmiri, Salim. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:138:y:2020:i:c:s0960077920303350. Full description at Econpapers || Download paper | |
| 2020 | Multifractal behavior in return and volatility series of Bitcoin and gold in comparison. (2020). Chen, Hongzhuan ; Telli, Ahin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:139:y:2020:i:c:s0960077920303933. Full description at Econpapers || Download paper | |
| 2020 | The time-varying diversifiability of corporate foreign exchange exposure. (2020). Krapl, Alain A. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119918300038. Full description at Econpapers || Download paper | |
| 2020 | Stochastic conditional convergence in per capita energy consumption in India. (2020). RATH, BADRI ; Sahoo, Pradipta Kumar ; Akram, Vaseem. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:65:y:2020:i:c:p:224-240. Full description at Econpapers || Download paper | |
| 2020 | Predictability of GCC stock returns: The role of geopolitical risk and crude oil returns. (2020). Vo, Xuan Vinh ; Bouri, Elie ; Alqahtani, Abdullah. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:68:y:2020:i:c:p:239-249. Full description at Econpapers || Download paper | |
| 2021 | Oil price shocks and inflation rate persistence: A Fractional Cointegration VAR approach. (2021). Ogbonna, Ahamuefula ; Lakhani, Noman ; Adedeji, Abdulfatai A ; Oloko, Tirimisiyu F. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:259-275. Full description at Econpapers || Download paper | |
| 2021 | Convergence in OPEC carbon dioxide emissions: Evidence from new panel stationarity tests with factors and breaks. (2021). Payne, James E ; Nazlioglu, Saban ; Karul, Cagin ; Rayos-Velazquez, Marco ; Lee, Jun Soo. In: Economic Modelling. RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321000870. Full description at Econpapers || Download paper | |
| 2021 | Is gold a hedge or a safe-haven asset in the COVID–19 crisis?. (2021). Sensoy, Ahmet ; Lucey, Brian M ; Boubaker, Sabri ; Akhtaruzzaman, MD. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001772. Full description at Econpapers || Download paper | |
| 2020 | A test for inflation persistence in Nigeria using fractional integration & fractional cointegration techniques. (2020). Salisu, Afees ; Ebuh, Godday U ; Tule, Moses K. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:225-237. Full description at Econpapers || Download paper | |
| 2020 | Are cyclical patterns of international housing markets interdependent?. (2020). Chang, Kuang-Liang. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:14-24. Full description at Econpapers || Download paper | |
| 2020 | Redistribution, inequality, and efficiency with credit constraints: Implications for South Africa. (2020). Turnovsky, Stephen J ; Getachew, Yoseph Y. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:259-277. Full description at Econpapers || Download paper | |
| 2021 | Returns and volume: Frequency connectedness in cryptocurrency markets. (2021). Tzaferi, Dimitra ; Fousekis, Panos. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:13-20. Full description at Econpapers || Download paper | |
| 2021 | Disagreement on sunspots and soybeans futures price. (2021). Yu, Xiaohua ; Feil, Jan-Henning ; Wang, Hanjie. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:385-393. Full description at Econpapers || Download paper | |
| 2020 | A fractional cointegration VAR analysis of Islamic stocks: A global perspective. (2020). Salisu, Afees ; Ndako, Umar ; Adediran, Idris ; Swaray, Raymond. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818306636. Full description at Econpapers || Download paper | |
| 2020 | Interrelations in market fears of U.S. and European equity markets. (2020). Sarwar, Ghulam ; GhulamSarwar, . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s106294081930169x. Full description at Econpapers || Download paper | |
| 2020 | Stock prices, dividends, and structural changes in the long-term: The case of U.S.. (2020). Prats, MarÃÂa ; Navarro-Ibáñez, Manuel ; Navarro-Ibaez, Manuel ; Esteve, Vicente. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819302633. Full description at Econpapers || Download paper | |
| 2020 | Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators. (2020). Yang, Jimmy J ; Liu, Hung-Chun ; Hung, Jui-Cheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300620. Full description at Econpapers || Download paper | |
| 2020 | Why cryptocurrency markets are inefficient: The impact of liquidity and volatility. (2020). Yoon, Seong-Min ; Kang, Sang Hoon ; Ko, Hee-Un ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300656. Full description at Econpapers || Download paper | |
| 2020 | Price gap anomaly in the US stock market: The whole story. (2020). Plastun, Alex ; GUPTA, RANGAN ; Wohar, Mark E ; Sibande, Xolani. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300747. Full description at Econpapers || Download paper | |
| 2020 | Forecast on silver futures linked with structural breaks and day-of-the-week effect. (2020). Fang, Qiang ; Cheng, Yuxiang ; Li, Wenlan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300899. Full description at Econpapers || Download paper | |
| 2020 | “Small things matter most”: The spillover effects in the cryptocurrency market and gold as a silver bullet. (2020). Vo, Xuan Vinh ; Nasir, Muhammad Ali ; Nguyen, Thong Trung ; Duc, Toan Luu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301716. Full description at Econpapers || Download paper | |
| 2021 | A study on the bursting point of Bitcoin based on the BSADF and LPPLS methods. (2021). Yao, Can-Zhong ; Li, Hong-Yu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s106294082030173x. Full description at Econpapers || Download paper | |
| 2021 | Spillovers between sovereign CDS and exchange rate markets: The role of market fear. (2021). Feng, Qianqian ; Li, Jian Ping ; Liu, Chang ; Sun, Xiaolei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301960. Full description at Econpapers || Download paper | |
| 2021 | Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model. (2021). Ng, Kooi-Huat ; Koh, You-Beng ; Tan, Chia-Yen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000164. Full description at Econpapers || Download paper | |
| 2021 | Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis. (2021). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000188. Full description at Econpapers || Download paper | |
| 2021 | Evolution of price effects after one-day abnormal returns in the US stock market. (2021). Plastun, Alex ; GUPTA, RANGAN ; Wohar, Mark E ; Sibande, Xolani. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000383. Full description at Econpapers || Download paper | |
| 2021 | Regime switches and commonalities of the cryptocurrencies asset class. (2021). Figà -Talamanca, Gianna ; Patacca, Marco ; Focardi, Sergio ; Figa-Talamanca, Gianna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000577. Full description at Econpapers || Download paper | |
| 2021 | Dynamic time series momentum of cryptocurrencies. (2021). Borgards, Oliver. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000590. Full description at Econpapers || Download paper | |
| 2021 | Risk spillovers between cryptocurrencies and traditional currencies and gold under different global economic conditions. (2021). Yoon, Jiho ; Sheu, Chwen ; Hsu, Shu-Han. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000711. Full description at Econpapers || Download paper | |
| 2021 | Are Google searches making the Bitcoin market run amok? A tail event analysis. (2021). Neto, David. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000796. Full description at Econpapers || Download paper | |
| 2020 | Nonstationarity-extended Whittle estimation with discontinuity: A correction. (2020). Cheung, Ying Lun. In: Economics Letters. RePEc:eee:ecolet:v:187:y:2020:i:c:s0165176519304641. Full description at Econpapers || Download paper | |
| 2021 | Market efficiency in foreign exchange market. (2021). Pae, Yuntaek ; Choi, Won Seok ; Lee, Namhoon. In: Economics Letters. RePEc:eee:ecolet:v:205:y:2021:i:c:s0165176521002081. Full description at Econpapers || Download paper | |
| 2020 | Global hemispheric temperatures and co-shifting: A vector shifting-mean autoregressive analysis. (2020). Teräsvirta, Timo ; Holt, Matthew ; Terasvirta, Timo. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:198-215. Full description at Econpapers || Download paper | |
| 2021 | Cyclical fractional cointegration. (2021). Sibbertsen, Philipp ; Voges, Michelle. In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:114-129. Full description at Econpapers || Download paper | |
| 2020 | House price convergence in the euro zone: A pairwise approach. (2020). Miles, William. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:3:s0939362520300893. Full description at Econpapers || Download paper | |
| 2021 | Trading activity and price discovery in Bitcoin futures markets. (2021). Yang, Jimmy J ; Liu, Hung-Chun ; Hung, Jui-Cheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:107-120. Full description at Econpapers || Download paper | |
| 2020 | A new way of measuring the WTI – Brent spread. Globalization, shock persistence and common trends.. (2020). Golpe, Antonio ; Bravo, Jose Manuel ; Vides, Jose Carlos ; Iglesias, Jesus. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930341x. Full description at Econpapers || Download paper | |
| 2020 | The asymmetric impact of oil prices, interest rates and oil price uncertainty on unemployment in the US. (2020). Soytas, Mehmet ; Kocaarslan, Baris. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304220. Full description at Econpapers || Download paper | |
| 2020 | Crude oil price and cryptocurrencies: Evidence of volatility connectedness and hedging strategy. (2020). Lin, Boqiang ; Okorie, David. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300426. Full description at Econpapers || Download paper | |
| 2020 | How do oil price shocks affect the output volatility of the U.S. energy mining industry? The roles of structural oil price shocks. (2020). Xiao, Helu ; Lin, Ling ; Liu, Qing ; Zhou, Zhongbao ; Jiang, Yong. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300761. Full description at Econpapers || Download paper | |
| 2020 | Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model. (2020). Tiwari, Aviral ; GUPTA, RANGAN ; Gkillas, Konstantinos ; Aye, Goodness C. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300876. Full description at Econpapers || Download paper | |
| 2020 | Price and volatility linkages between international REITs and oil markets. (2020). Soytas, Ugur ; GUPTA, RANGAN ; Gormus, Alper ; Nazlioglu, Saban. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301195. Full description at Econpapers || Download paper | |
| 2020 | Stationarity properties of per capita CO2 emissions in the OECD in the very long-run: A replication and extension analysis. (2020). Smyth, Russell ; Inekwe, John ; Ivanovski, Kris ; Churchill, Sefa Awaworyi. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320302085. Full description at Econpapers || Download paper | |
| 2020 | Persistence in per capita energy consumption: A fractional integration approach with a Fourier function. (2020). yilanci, Veli ; Görüş, Muhammed ; Gorus, Muhammed Sehid ; Bozoklu, Seref. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302668. Full description at Econpapers || Download paper | |
| 2020 | Convergence and determinants of greenhouse gas emissions in Australia: A regional analysis. (2020). Churchill, Sefa Awaworyi ; Ivanovski, Kris. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s014098832030311x. Full description at Econpapers || Download paper | |
| 2021 | The skewness of oil price returns and equity premium predictability. (2021). Wen, Fenghua ; Kang, Jie ; Zhou, Huiting ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304096. Full description at Econpapers || Download paper | |
| 2021 | Oil shocks and stock market: Revisiting the dynamics. (2021). B, Anand ; Paul, Sunil ; Anand, . In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000165. Full description at Econpapers || Download paper | |
| 2020 | Reference forecasts for CO2 emissions from fossil-fuel combustion and cement production in Portugal. (2020). Pereira, Alfredo ; Belbute, Jose M. In: Energy Policy. RePEc:eee:enepol:v:144:y:2020:i:c:s0301421520303761. Full description at Econpapers || Download paper | |
| 2020 | Volatility spillover of energy stocks in different periods and clusters based on structural break recognition and network method. (2020). Lian, Peng ; Qi, Yajie ; Guo, Sui ; Sun, Bowen ; Zhou, Jinsheng. In: Energy. RePEc:eee:energy:v:191:y:2020:i:c:s0360544219322807. Full description at Econpapers || Download paper | |
| 2020 | Evaluation of cross-quantile dependence and causality between non-ferrous metals and clean energy indexes. (2020). Ghosh, Sajal ; Uddin, Gazi Salah ; Dutta, Anupam ; Kanjilal, Kakali ; Yahya, Muhammad. In: Energy. RePEc:eee:energy:v:202:y:2020:i:c:s0360544220308847. Full description at Econpapers || Download paper | |
| 2020 | A multiscale approach for simulation of shale gas transport in organic nanopores. (2020). Zhou, Wenning ; Yang, XU ; Liu, Xunliang. In: Energy. RePEc:eee:energy:v:210:y:2020:i:c:s0360544220316558. Full description at Econpapers || Download paper | |
| 2020 | Self-similar behaviors in the crude oil market. (2020). Wen, Shaobo ; An, Feng ; Wang, ZE ; Gao, Xiangyun ; Fang, Wei ; Liu, Siyao. In: Energy. RePEc:eee:energy:v:211:y:2020:i:c:s0360544220317904. Full description at Econpapers || Download paper | |
| 2020 | The time-varying causal relationship between oil price and unemployment: Evidence from the U.S. and China (EGY 118745). (2020). Liu, LU ; Zhang, Xi-Xi. In: Energy. RePEc:eee:energy:v:212:y:2020:i:c:s0360544220318521. Full description at Econpapers || Download paper | |
| 2021 | Is there a bubble in the shale gas market?. (2021). Wang, LI ; Han, Xin ; Yang, Haijun. In: Energy. RePEc:eee:energy:v:215:y:2021:i:pa:s0360544220322088. Full description at Econpapers || Download paper | |
| 2021 | Testing the persistence of shocks on renewable energy consumption: Evidence from a quantile unit-root test with smooth breaks. (2021). Lee, Chien-Chiang ; Ranjbar, Omid. In: Energy. RePEc:eee:energy:v:215:y:2021:i:pb:s0360544220322970. Full description at Econpapers || Download paper | |
| 2021 | Optimal design, exergy and economic analyses of coal-to-ethylene glycol process coupling different shale gas reforming technologies. (2021). Liu, Chengling ; Zhang, Dawei ; Xu, Simin ; Yang, Qing ; Zhou, Huairong. In: Energy. RePEc:eee:energy:v:228:y:2021:i:c:s0360544221007842. Full description at Econpapers || Download paper | |
| 2021 | Contribution quantification of nanoscale gas transport in shale based on strongly inhomogeneous kinetic model. (2021). Wang, Peng ; Guo, Zhaoli ; Shan, Baochao. In: Energy. RePEc:eee:energy:v:228:y:2021:i:c:s0360544221007945. Full description at Econpapers || Download paper | |
| 2021 | Experimental verification of a flexible vehicle-to-grid charger for power grid load variance reduction. (2021). Tariq, Mohd ; Yong, Jia Ying ; Ramachandaramurthy, Vigna K ; Tan, Kang Miao. In: Energy. RePEc:eee:energy:v:228:y:2021:i:c:s0360544221008094. Full description at Econpapers || Download paper | |
| 2020 | Exchange-rate exposure and Brexit: The case of FTSE, DAX and IBEX. (2020). DASSIOU, XENI ; Zheng, Min ; Andrikopoulos, Athanasios. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919304703. Full description at Econpapers || Download paper | |
| 2020 | Asymmetric mean reversion of Bitcoin price returns. (2020). Corbet, Shaen ; Katsiampa, Paraskevi. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521918306136. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Works by Luis Alberiko Gil-Alana:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | Forecasting the Spanish Stock Market Returns with Fractional and Non-Fractional Models In: American Journal of Economics and Business Administration. [Full Text][Citation analysis] | article | 0 |
| 2014 | Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour In: African Development Review. [Citation analysis] | article | 1 |
| 2014 | Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour.(2014) In: African Development Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2014 | Long memory in Angolan macroeconomic series: mean reversion versus explosive behaviour.(2014) In: NCID Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | Inflation Forecasting in Angola: A Fractional Approach In: African Development Review. [Citation analysis] | article | 2 |
| 2013 | Inflation Forecasting in Angola: A Fractional Approach.(2013) In: African Development Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2012 | Inflation forecasting in Angola: a fractional approach.(2012) In: CEsA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2001 | Estimation of Fractionally ARIMA Models for the UK Unemployment In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 2006 | Testing Seasonality in the Context of Fractionally Integrated Processes In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 2012 | Inflation convergence in Central and Eastern Europe with a view to adopting the euro In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2012 | Inflation Convergence in Central and Eastern Europe with a View to Adopting the Euro.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2013 | A non-linear approach with long range dependence based on Chebyshev polynomials In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2012 | A non-linear approach with long range dependence based on Chebyshev polynomials.(2012) In: NCID Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2012 | A Non-Linear Approach with Long Range Dependence Based on Chebyshev Polynomials.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2012 | A Non-linear Approach with Long Range Dependence based on Chebyshev Polynomials.(2012) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2020 | Mergers and Acquisitions in the Lithium Industry. A Fractional Integration Analysis In: Review of Development Finance Journal. [Full Text][Citation analysis] | article | 0 |
| 2021 | How Lithium Prices Affect Mergers and Acquisitions in the Lithium Industry In: Review of Development Finance Journal. [Full Text][Citation analysis] | article | 0 |
| 2007 | International traveling and trade: further evidence for the case of Spanish wine based on fractional VAR specifications In: 105th Seminar, March 8-10, 2007, Bologna, Italy. [Full Text][Citation analysis] | paper | 0 |
| 2006 | The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine In: 98th Seminar, June 29-July 2, 2006, Chania, Crete, Greece. [Full Text][Citation analysis] | paper | 6 |
| 2006 | The Nature of the Relationship between International Tourism and International Trade: The Case of German Imports of Spanish Wine.(2006) In: 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2007 | The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine.(2007) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2009 | The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine.(2009) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2004 | Non-Linearities and Fractional Integration in the US Unemployment Rate In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 33 |
| 2007 | Nonlinearities and Fractional Integration in the US Unemployment Rate*.(2007) In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | article | |
| 2006 | Nonlinearities and fractional integration in the US unemployment rate.(2006) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
| 2004 | Non-linearities and fractional integration in the US unemployment rate.(2004) In: HWWA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
| 2021 | Persistence in Commodity Prices In: Journal of Agricultural and Resource Economics. [Full Text][Citation analysis] | article | 0 |
| 2013 | Long Memory in the Housing Price Indices in China In: Asian Journal of Empirical Research. [Full Text][Citation analysis] | article | 0 |
| 2021 | The COVID-19 impact on the Asian Stock Markets In: Asian Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2021 | Crude Oil Prices and COVID-19 - Persistence of the Shock In: Energy RESEARCH LETTERS. [Full Text][Citation analysis] | article | 0 |
| 2013 | The Housing Markets in Spain and Portugal: Evidence of Persistence In: Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
| 2017 | Effect of Intellectual Capital on Firms¡¯ Competitive Advantage Condition: An Empirical Investigation in India In: Review of Economics & Finance. [Full Text][Citation analysis] | article | 1 |
| 2015 | Testing PPP for the South African Rand/US Dollar Real Exchange Rate at Different Data Frequencies In: African Development Review. [Full Text][Citation analysis] | article | 1 |
| 2012 | Persistence, Long Memory, and Unit Roots in Commodity Prices In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. [Full Text][Citation analysis] | article | 0 |
| 2008 | Trade Balance and Exchange Rate: Unit Roots, Co?integration and Long Memory in the US and the UK In: Economic Notes. [Full Text][Citation analysis] | article | 3 |
| 2020 | Fractional Integration and the Persistence of UK Inflation, 1210–2016 In: Economic Papers. [Full Text][Citation analysis] | article | 0 |
| 2004 | Testing for Seasonal Fractional Roots in German Real Output In: German Economic Review. [Full Text][Citation analysis] | article | 1 |
| 2004 | Testing for Seasonal Fractional Roots in German Real Output.(2004) In: German Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2019 | The Evolution of the Credit?to?GDP Ratio: An Empirical Analysis In: International Review of Finance. [Full Text][Citation analysis] | article | 0 |
| 2001 | Testing Stochastic Cycles in Macroeconomic Time Series In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 2 |
| 2004 | A joint test of fractional integration and structural breaks at a known period of time In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 7 |
| 2008 | Fractional integration and structural breaks at unknown periods of time In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 44 |
| 2006 | Fractional integration and structural breaks at unknown periods of time.(2006) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 44 | paper | |
| 2013 | Modelling long-run trends and cycles in financial time series data In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 2 |
| 2008 | Modelling Long-Run Trends and Cycles in Financial Time Series Data.(2008) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2012 | Modelling Long Run Trends and Cycles in Financial Time Series Data.(2012) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2005 | FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS In: Manchester School. [Full Text][Citation analysis] | article | 10 |
| 2019 | Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data In: Manchester School. [Full Text][Citation analysis] | article | 0 |
| 2017 | Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2003 | Fractional Integration and the Dynamics of UK Unemployment In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 8 |
| 2003 | Fractional Integration and the Dynamics of UK Unemployment.(2003) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2003 | Testing of Fractional Cointegration in Macroeconomic Time Series In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 14 |
| 2003 | Testing of Fractional Cointegration in Macroeconomic Time Series.(2003) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2006 | Mean Reversion of Short?run Interest Rates in Emerging Countries* In: Review of International Economics. [Full Text][Citation analysis] | article | 8 |
| 2011 | Fractional Integration of Nominal Exchange Rates: Evidence from CEECs in the Light of EMU Enlargement In: Review of International Economics. [Citation analysis] | article | 2 |
| 2015 | The Sustainability of European External Debt: What have We Learned? In: Review of International Economics. [Full Text][Citation analysis] | article | 2 |
| 2010 | INFLATION IN SOUTH AFRICA: A TIME?SERIES VIEW ACROSS SECTORS USING LONG?RANGE DEPENDENCE In: South African Journal of Economics. [Citation analysis] | article | 2 |
| 2010 | Inflation in South Africa. A time series view across sectors using long range dependence..(2010) In: NCID Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2011 | IS THERE AN ASYMMETRIC BEHAVIOUR IN AFRICAN INFLATION? A NON?LINEAR APPROACH In: South African Journal of Economics. [Citation analysis] | article | 16 |
| 2011 | Is there asymmetric behaviour in African inflation? A non-linear approach..(2011) In: NCID Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2015 | Testing the Marshall–Lerner Condition in Kenya In: South African Journal of Economics. [Full Text][Citation analysis] | article | 3 |
| 2012 | Testing the Marshall-Lerner Condition in Kenya.(2012) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2012 | Testing the Marshall-Lerner condition in Kenya.(2012) In: NCID Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2015 | Mozambique Metical Exchange Rate Dynamics: Evidence of Fractional Co-Integration in the USA and South African Rates In: South African Journal of Economics. [Full Text][Citation analysis] | article | 0 |
| 2018 | Unemployment in Africa: A Fractional Integration Approach In: South African Journal of Economics. [Full Text][Citation analysis] | article | 3 |
| 2020 | Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence In: South African Journal of Economics. [Full Text][Citation analysis] | article | 0 |
| 2018 | Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence.(2018) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Inflation convergence in Central and Eastern Europe vs. the Eurozone: Non-linearities and long memory In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 7 |
| 2016 | Exhange rate linkages between the Asean currencies, the US dollar and the Chinese RMB In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2016 | Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB.(2016) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2016 | Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB.(2016) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2018 | Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB.(2018) In: Research in International Business and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2003 | Fractional Integration with Bloomfield Disturbances in the Specification of Real Output in the G7 Countries In: The B.E. Journal of Macroeconomics. [Full Text][Citation analysis] | article | 1 |
| 2015 | Inflation Convergence in the East African Community: A Fractional Integration and Cointegration Study In: Global Economy Journal. [Full Text][Citation analysis] | article | 2 |
| 2015 | Inflation Convergence in the East African Community: A Fractional Integration and Cointegration Study.(2015) In: Global Economy Journal (GEJ). [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2014 | Economic Growth and Recovery After Civil Wars In: Peace Economics, Peace Science, and Public Policy. [Full Text][Citation analysis] | article | 0 |
| 2016 | Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 5 |
| 2007 | Real convergence in some emerging countries: a fractionally integrated approach In: Recherches économiques de Louvain. [Full Text][Citation analysis] | article | 0 |
| 2007 | Real convergence in some emerging countries : a fractionally integrated approach.(2007) In: Discussion Papers (REL - Recherches Economiques de Louvain). [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2009 | AK growth models: new evidence based on fractional integration and breaking trends In: Recherches économiques de Louvain. [Full Text][Citation analysis] | article | 1 |
| 2009 | AK growth models: new evidence based on fractional integration and breaking trends.(2009) In: Discussion Papers (REL - Recherches Economiques de Louvain). [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2009 | New evidence on long-run monetary neutrality In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2009 | New Evidence on Long-Run Monetary Neutrality.(2009) In: Journal of Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2012 | Unemployment hysteresis: empirical evidence for Latin America In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 10 |
| 2012 | Unemployment Hysteresis: Empirical Evidence for Latin America.(2012) In: Journal of Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
| 2016 | Testing unemployment theories: A multivariate long memory approach In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 5 |
| 2014 | Testing Unemployment Theories: A Multivariate Long Memory Approach.(2014) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2013 | Testing Unemployment Theories: A Multivariate Long Memory Approach.(2013) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2016 | Testing Unemployment Theories: A Multivariate Long Memory Approach.(2016) In: Journal of Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2006 | Modelling Structural Breaks in the US, UK and Japanese Unemployment Rates In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2007 | A Multivariate Long-Memory Model with Structural Breaks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2007 | Long Run and Cyclical Dynamics in the US Stock Market In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2004 | Long-run and Cyclical Dynamics in the US Stock Market.(2004) In: Econometric Society 2004 Latin American Meetings. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2004 | Long-run and Cyclical Dynamics in the US Stock Market.(2004) In: Economics Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2014 | Longâ€Run and Cyclical Dynamics in the US Stock Market.(2014) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2007 | Identification of Segments of European Banks with a Latent Class Frontier Model In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Multi-Factor Gegenbauer Processes and European Inflation Rates In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 9 |
| 2009 | Multi-Factor Gegenbauer Processes and European Inflation Rates.(2009) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2009 | Long Memory in US Real Output per Capita In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2009 | Long Memory in US Real Output per Capita.(2009) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2013 | Long memory in US real output per capita.(2013) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2010 | US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2010 | US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis.(2010) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis.(2011) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | The Weekly Structure of US Stock Prices In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2010 | The Weekly Structure of US Stock Prices.(2010) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | The weekly structure of US stock prices.(2011) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2011 | Fractional Integration and Cointegration in US Financial Time Series Data In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Fractional Integration and Cointegration in US Financial Time Series Data.(2011) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Fractional integration and cointegration in US financial time series data.(2014) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2012 | Fractional Integration and Cointegration in US Financial Time Series Data.(2012) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | Persistence and Cyclical Dependence in the Monthly Euribor Rate In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Persistence and Cyclical Dependence in the Monthly Euribor Rate.(2011) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Persistence and cyclical dependence in the monthly euribor rate.(2016) In: Journal of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2012 | Persistence and Cycles in US Hours Worked In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2012 | Persistence and Cycles in US Hours Worked.(2012) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2014 | Persistence and cycles in US hours worked.(2014) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2012 | Long Memory in German Energy Price Indices In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Long Memory in German Energy Price Indices.(2012) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | Persistence in Youth Unemployment In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Persistence and Cycles in the US Federal Funds Rate In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Persistence and Cycles in the US Federal Funds Rate.(2012) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Persistence and cycles in the us federal funds rate.(2017) In: International Review of Financial Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2013 | Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
| 2013 | Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate.(2013) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2013 | Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate.(2013) In: International Review of Financial Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
| 2014 | Youth Unemployment in Europe: Persistence and Macroeconomic Determinants In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 12 |
| 2014 | Youth Unemployment in Europe: Persistence and Macroeconomic Determinants.(2014) In: Comparative Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
| 2014 | Intraday Anomalies and Market Efficiency: A Trading Robot Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 9 |
| 2014 | Intraday Anomalies and Market Efficiency: A Trading Robot Analysis.(2014) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2016 | Intraday Anomalies and Market Efficiency: A Trading Robot Analysis.(2016) In: Computational Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
| 2014 | The Weekend Effect: A Trading Robot and Fractional Integration Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
| 2014 | The Weekend Effect: A Trading Robot and Fractional Integration Analysis.(2014) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2014 | Short-Term Price Overreactions: Identification, Testing, Exploitation In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 10 |
| 2014 | Short-Term Price Overreaction: Identification, Testing, Exploitation.(2014) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2018 | Short-Term Price Overreactions: Identification, Testing, Exploitation.(2018) In: Computational Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
| 2015 | The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2015 | The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis.(2015) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2015 | The Relationship between Healthcare expenditures and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2018 | The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis.(2018) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2015 | Linkages between the US and European Stock Markets: A Fractional Cointegration Approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 9 |
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| 2016 | Linkages Between the US and European Stock Markets: A Fractional Cointegration Approach.(2016) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
| 2015 | The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
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| 2017 | Long Memory and Data Frequency in Financial Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
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| 2017 | Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
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| 2017 | Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
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| 2017 | Is Market Fear Persistent? A Long-Memory Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 9 |
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| 2017 | Trends and Cycles in Macro Series: The Case of US Real GDP In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
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| 2017 | Persistence in the Cryptocurrency Market In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 49 |
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| 2018 | Brexit and Uncertainty in Financial Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
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| 2018 | On the Persistence of UK Inflation: A Long-Range Dependence Approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
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| 2018 | Persistence in the Russian Stock Market Volatility Indices In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Energy Consumption in the GCC Countries: Evidence on Persistence In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
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| 2020 | Persistence in the Realized Betas: Some Evidence for the Spanish Stock Market In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
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| 2020 | US Sea Level Data: Time Trends and Persistence In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
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| 2020 | Inflation in the G7 Countries: Persistence and Structural Breaks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
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| 2020 | Non-Linearities and Persistence in US Long-Run Interest Rates In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Persistence in the Private Debt-to-GDP Ratio: Evidence from 43 OECD Countries In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
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| 2021 | The Relationship between Prices and Output in the UK and the US In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
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| 2019 | Persistence in trends and cycles of gold and silver prices: Evidence from historical data In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 3 |
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| 2017 | The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 9 |
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| 2019 | Long-term interest rates in Europe: A fractional cointegration analysis In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 1 |
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| 2019 | Rational bubbles in the real housing stock market: Empirical evidence from Santiago de Chile In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 1 |
| 2020 | Cryptocurrencies and stock market indices. Are they related? In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 16 |
| 2021 | Gender Diversity Index. Measuring persistence In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
| 2000 | Testing of seasonal fractional integration in UK and Japanese consumption and income In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 30 |
| 1998 | Testing of Seasonal Fractional Integration in U.K. and Japanese Consumption and Income..(1998) In: Economics Working Papers. [Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 2001 | Testing of seasonal fractional integration in UK and Japanese consumption and income.(2001) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | article | |
| 2011 | Terrorism: The Case of ETA In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
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| 2011 | HOUSING SALES IN URBAN BEIJING In: Post-Print. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Housing sales in urban Beijing.(2012) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2011 | Housing Sales in Urban Beijing.(2011) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2009 | Seasonal Monthly Fractional Integration in the UK Unemployment In: The IUP Journal of Applied Economics. [Citation analysis] | article | 0 |
| 2005 | An I(d) Statistical Model for the Canadian Real Output In: The IUP Journal of Monetary Economics. [Citation analysis] | article | 0 |
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| 2015 | The Kenyan stock market: inefficiency, long memory, persistence and anomalies in the NSE-20 In: African Journal of Economic and Sustainable Development. [Full Text][Citation analysis] | article | 3 |
| 2017 | The weekend effect: a fractional integration and trading robot analysis In: International Journal of Bonds and Derivatives. [Full Text][Citation analysis] | article | 2 |
| 2015 | The effect of intellectual capital on firms financial performance: an empirical investigation in India In: International Journal of Learning and Intellectual Capital. [Full Text][Citation analysis] | article | 3 |
| 2004 | Modelling the Japanese Exchange Rate in Terms of I(d) Statistical Models with Parametric and Semiparametric Techniques In: International Journal of Business and Economics. [Full Text][Citation analysis] | article | 0 |
| 2007 | A Multivariate Long Memory Model for the Specification of Real Output in the US, the UK, and Canada In: International Journal of Business and Economics. [Full Text][Citation analysis] | article | 1 |
| 2008 | New Evidence on US Current Account Sustainability In: International Journal of Business and Economics. [Full Text][Citation analysis] | article | 1 |
| 2002 | Estimation and Testing of ARFIMA Models in the Real Exchange Rate. In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 3 |
| 2017 | Long Memory in Turkish Unemployment Rates In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Long Memory in Turkish Unemployment Rates.(2017) In: Koç University-TUSIAD Economic Research Forum Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2019 | Long Memory in Turkish Unemployment Rates.(2019) In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2017 | Long Memory in Turkish Unemployment Rates.(2017) In: ERC Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | Long memory in Turkish Unemployment Rates.(2017) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
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| 2008 | The Nature of Occupational Unemployment Rates in the United States: Hysteresis or Structural? In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2009 | The nature of occupational unemployment rates in the United States: hysteresis or structural?.(2009) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2020 | Self-employment by gender in the EU: convergence and clusters In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
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| 2021 | Credit-to-GDP ratios. Non-linear trends and persistence: Evidence from 44 OECD economies In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Long memory and ARFIMA modelling: The case of CPI inflation rate in Ghana In: Journal of Developing Areas. [Full Text][Citation analysis] | article | 0 |
| 2017 | The global financial crisis: Testing For Fractional Cointegration Between The Us And Nigerian Stock Markets In: Journal of Developing Areas. [Full Text][Citation analysis] | article | 1 |
| 2018 | NON-LINEARITIES, STRUCTURAL BREAKS AND FRACTIONAL INTEGRATION IN THE ANALYSIS OF THE GHANAIAN AND THE SOUTH AFRICAN CPI INFLATION RATES In: Journal of Developing Areas. [Full Text][Citation analysis] | article | 0 |
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| 2001 | A Fractionally Integrated Exponential Model for UK Unemployment. In: Journal of Forecasting. [Citation analysis] | article | 6 |
| 2005 | Testing and forecasting the degree of integration in the US inflation rate In: Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
| 2008 | Tourism in the Canary Islands: forecasting using several seasonal time series models In: Journal of Forecasting. [Full Text][Citation analysis] | article | 12 |
| 2007 | Tourism in the Canary Islands: Forecasting Using Several Seasonal Time Series Models.(2007) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2003 | Stochastic behavior of nominal exchange rates In: Atlantic Economic Journal. [Full Text][Citation analysis] | article | 2 |
| 2002 | Semiparametric Estimation of the Fractional Differencing Parameter of Measures of the U.K. Unemployment. In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
| 2003 | Testing the Power of a Generalization of the KPSS-Tests against Fractionally Integrated Hypotheses In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
| 2003 | Seasonal Misspecification in the Context of Fractionally Integrated Univariate Time Series In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
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| 2004 | The Stochastic Permanent Break Model and the Fractional Integration Hypothesis In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
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| 2017 | The stationarity of inflation in Croatia: anti-inflation stabilization program and the change in persistence In: Economic Change and Restructuring. [Full Text][Citation analysis] | article | 5 |
| 2004 | Testing of Unit Root Cycles in the Swedish Economy In: Empirica. [Full Text][Citation analysis] | article | 0 |
| 2007 | Long run and cyclical strong dependence in macroeconomic time series: Nelson and Plosser revisited In: Empirica. [Full Text][Citation analysis] | article | 0 |
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| 2007 | Testing for deterministic and stochastic cycles in macroeconomic time series In: Empirica. [Full Text][Citation analysis] | article | 0 |
| 2008 | Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates In: Empirica. [Full Text][Citation analysis] | article | 0 |
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| 2019 | Time Trends and Persistence in the Global CO2 Emissions Across Europe In: Environmental & Resource Economics. [Full Text][Citation analysis] | article | 3 |
| 2004 | The permanent income hypothesis: A new framework based on fractional integration and cointegration In: International Advances in Economic Research. [Full Text][Citation analysis] | article | 0 |
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| 2009 | Government Expenditures and Revenues: Evidence of Fractional Cointegration in an Asymmetric Modeling In: International Advances in Economic Research. [Full Text][Citation analysis] | article | 3 |
| 2014 | Mean Reversion in Agricultural Commodity Prices in India In: International Advances in Economic Research. [Full Text][Citation analysis] | article | 0 |
| 2020 | Modelling Long-Range Dependence and Non-linearity in the Infant Mortality Rates of African Countries In: International Advances in Economic Research. [Full Text][Citation analysis] | article | 0 |
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| 2003 | Long memory in the interest rates in some Asian countries In: International Advances in Economic Research. [Full Text][Citation analysis] | article | 1 |
| 2006 | Testing of nonstationary cycles in financial time series data In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 0 |
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| 2008 | The persistence of earnings per share In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 4 |
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| 2009 | US stock market volatility persistence: evidence before and after the burst of the IT bubble In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 4 |
| 2011 | Endogenous problems in cross-sectional valuation models based on accounting information In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 7 |
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| 2011 | Mean reversion and long memory in African stock market prices.(2011) In: Journal of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
| 2010 | Mean reversion and long memory in African stock market prices.(2010) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2013 | Testing for persistence with breaks and outliers in South African house prices In: NCID Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2012 | Testing for Persistence with Breaks and Outliers in South African House Prices.(2012) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
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| 2011 | Long memory, strcutural breaks and mean shifts in the inflation rates in Nigeria. In: NCID Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2012 | Violence and the market for food. Evidence from Kenya. In: NCID Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Persistence, long memory and seasonality in Kenyan tourism series In: NCID Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Tourism in South Africa. Time series persistence and the nature of shocks. Are they transitory or permament? In: NCID Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Nominal exchange rates in Kenya. Are shocks transitory or permanent? An empirical investigation based on fractional integration In: NCID Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Fractional integration and asymmetric volatility in european, asian and american bull and bear markets. Applications to high frequency stock data. In: NCID Working Papers. [Full Text][Citation analysis] | paper | 6 |
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| 2015 | The Impact of Ethnic Violence in Kenya on Wheat and Maize Markets In: Journal of African Economies. [Full Text][Citation analysis] | article | 0 |
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| 2010 | European Current Account Sustainability: New Evidence Based On Unit Roots and Fractional Integration In: Eastern Economic Journal. [Full Text][Citation analysis] | article | 7 |
| 2019 | Inflation in Argentina: Analysis of Persistence Using Fractional Integration In: Eastern Economic Journal. [Full Text][Citation analysis] | article | 0 |
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| 2021 | Stock Market Responses to COVID-19: Mean Reversion, Dependence and Persistence Behaviours In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2021 | How fearful are Commodities and US stocks in response to Global fear? Persistence and Cointegration analyses In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
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| 2018 | How do Stocks in BRICS co-move with REITs? In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Is there convergence between the BRICS and International REIT Markets? In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2014 | GDP Per Capita in Africa before the Global Financial Crisis: Persistence, Mean Reversion and Long Memory Features In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
| 2018 | High and Low Intraday Commodity Prices: A Fractional Integration and Cointegration Approach In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
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| 2014 | Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries.(2014) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
| 2013 | Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach In: Working Papers. [Citation analysis] | paper | 11 |
| 2015 | Comovement in Euro area housing prices: A fractional cointegration approach.(2015) In: Urban Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
| 2013 | Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test In: Working Papers. [Citation analysis] | paper | 6 |
| 2015 | Do sunspot numbers cause global temperatures? Evidence from a frequency domain causality test.(2015) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
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| 2015 | The Feldstein-Horioka Puzzle in South Africa: A Fractional Cointegration Approach In: Working Papers. [Citation analysis] | paper | 1 |
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| 2015 | Productive Government Spending and its Consequences for the Growth–Inequality Tradeoff In: Working Papers. [Citation analysis] | paper | 14 |
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| 2016 | Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks In: Working Papers. [Citation analysis] | paper | 36 |
| 2019 | Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks.(2019) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | article | |
| 2016 | Forecasting the Probability of Recessions in South Africa: The Role of Decomposed Term-Spread and Economic Policy Uncertainty In: Working Papers. [Citation analysis] | paper | 7 |
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| 2016 | Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches In: Working Papers. [Citation analysis] | paper | 0 |
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| 2017 | Current Account Sustainability in G7 and BRICS: Evidence from a Long Memory Model with Structural Breaks In: Working Papers. [Citation analysis] | paper | 5 |
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| 2018 | Persistence and Cyclical Dynamics of US and UK House Prices: Evidence from Over 150 Years of Data In: Working Papers. [Citation analysis] | paper | 0 |
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| 2004 | Modelling Monthly Spanish Tourism: A Seasonal Fractionally Integrated Approach In: Tourism Economics. [Full Text][Citation analysis] | article | 0 |
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| 2005 | Unit and fractional roots in the presence of abrupt changes with an application to the brazilian inflation rate In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
| 2006 | Long memory at the long run and at the cyclical frequencies: modelling real wages in England, 1260–1994 In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
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| 2010 | A seasonal fractional multivariate model. A testing procedure and impulse responses for the analysis of GDP and unemployment dynamics In: Empirical Economics. [Full Text][Citation analysis] | article | 2 |
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| 2017 | The demand for money in Angola In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2019 | Iranian inflation: peristence and structural breaks In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2021 | Analysing the relationship between CO2 emissions and GDP in China: a fractional integration and cointegration approach In: Journal of Innovation and Entrepreneurship. [Full Text][Citation analysis] | article | 0 |
| 2016 | Long Range Dependence in the Indian Stock Market: Evidence of Fractional Integration, Non-Linearities and Breaks In: Journal of Quantitative Economics. [Full Text][Citation analysis] | article | 0 |
| 2020 | Persistence of the Misery Index in African Countries In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. [Full Text][Citation analysis] | article | 0 |
| 2020 | Unemployment and Fertility: A Long Run Relationship In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. [Full Text][Citation analysis] | article | 0 |
| 2021 | Fractional persistence in income poverty in Africa In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. [Full Text][Citation analysis] | article | 0 |
| 2006 | Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 12 |
| 2003 | Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach.(2003) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2003 | Long memory in the Spanish GDP using fractional integration with Bloomfield disturbances In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2003 | Confidence intervals for the seasonal fractional differencing parameter in the US monetary aggregate In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2003 | Empirical evidence on real convergence in some OECD countries In: Applied Economics Letters. [Full Text][Citation analysis] | article | 8 |
| 2003 | Unemployment and real oil prices in Australia: a fractionally cointegrated approach In: Applied Economics Letters. [Full Text][Citation analysis] | article | 12 |
| 2004 | The dynamics of the real exchange rates in Europe: a comparative study across countries using fractional integration In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2006 | Long memory at the long-run and the seasonal monthly frequencies in the US money stock In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2008 | Real GDP growth rates across countries: long memory and mean shifts In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2009 | Stock market returns and terrorist violence: evidence from the Basque Country In: Applied Economics Letters. [Full Text][Citation analysis] | article | 8 |
| 2010 | Multiple cyclical fractional structures in financial time series In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2015 | Modelling African inflation rates: nonlinear deterministic terms and long-range dependence In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2015 | A time-series analysis of US entrepreneurship: evidence from fractional integration In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2016 | Fractional integration and cointegration in merger and acquisitions in the US petroleum industry In: Applied Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 2017 | Fractional integration and nonlinear deterministic trends in the analysis of time series data In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2017 | Unemployment rate cycles in Europe In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2018 | Application of local projections in the monetary policy in Brazil In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2020 | Measuring the degree of persistence in the U.S. economic policy uncertainty index In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2001 | Measuring unemployment persistence in terms of I(d) statistical models In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2001 | Seasonal long memory in the US monthly monetary aggregate In: Applied Economics Letters. [Full Text][Citation analysis] | article | 6 |
| 2002 | Real exchange rates: evidence from black markets using fractionally integrated semiparametric techniques In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2002 | Unemployment and input prices: a fractional cointegration approach In: Applied Economics Letters. [Full Text][Citation analysis] | article | 10 |
| 2002 | Confidence intervals for fractionally integrated hypotheses in the real output across Europe In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2006 | Modelling stochastic volatility in asset returns using fractionally integrated semiparametric techniques In: Applied Financial Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2004 | Long range dependence in daily stock returns In: Applied Financial Economics. [Full Text][Citation analysis] | article | 5 |
| 2007 | Testing for stock market bubbles using nonlinear models and fractional integration In: Applied Financial Economics. [Full Text][Citation analysis] | article | 13 |
| 2010 | Testing persistence in the context of conditional heteroscedasticity errors In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 2012 | Real convergence in Latin America: a fractionally integrated approach In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 2001 | The persistence of unemployment in the USA and Europe in terms of fractionally ARIMA models In: Applied Economics. [Full Text][Citation analysis] | article | 10 |
| 2003 | Strong dependence in the real interest rates In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2004 | Semiparametric estimation of the fractional differencing parameter in the UK industrial production index In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2004 | Seasonal fractional components in macroeconomic time series In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2004 | Forecasting the real output using fractionally integrated techniques In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2004 | Modelling the US real GNP with fractionally integrated techniques In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2005 | Fractional integration in total factor productivity: evidence from US data In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2009 | New revelations about unemployment persistence in Spain: time-series and panel data approaches using regional data In: Applied Economics. [Full Text][Citation analysis] | article | 7 |
| 2010 | International travelling and trade: further evidence for the case of Spanish wine based on fractional vector autoregressive specifications In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2013 | Real convergence: empirical evidence for Latin America In: Applied Economics. [Full Text][Citation analysis] | article | 4 |
| 2014 | Inflation in Mozambique: empirical facts based on persistence, seasonality and breaks In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2014 | Long memory and fractional integration in the housing price series of London and Paris In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
| 2015 | The macroeconomy of Angola: breaks and persistence in Angolan macro data In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2015 | Investment and saving in Angola and the Feldstein-Horioka puzzle In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
| 2016 | Regime-switching purchasing power parity in Latin America: Monte Carlo unit root tests with dynamic conditional score In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2017 | A performance assessment of Mozambique banks: a Bayesian stochastic frontier In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2018 | Long memory and mean reversion in real exchange rates in Latin America In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2019 | Time series analysis of economic growth rate series in Nigeria: structural breaks, non-linearities and reasons behind the recent recession In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2020 | Exchange rate dynamics in South Africa In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2020 | UK tourism arrivals and departures: seasonality, persistence and time trends In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2020 | Are central bank policy rates in Africa cointegrated? Evidence from a fractional cointegration approach In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2020 | Testing Okun’s law. Theoretical and empirical considerations using fractional integration In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2021 | Mean reversion in monetary aggregates in Chile In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2006 | ETA: A PERSISTENT PHENOMENON In: Defence and Peace Economics. [Full Text][Citation analysis] | article | 5 |
| 2007 | ARE USA CITIZENS AT RISK OF TERRORISM IN EUROPE? In: Defence and Peace Economics. [Full Text][Citation analysis] | article | 4 |
| 2009 | BASQUE TERRORISM: POLICE ACTION, POLITICAL MEASURES AND THE INFLUENCE OF VIOLENCE ON THE STOCK MARKET IN THE BASQUE COUNTRY In: Defence and Peace Economics. [Full Text][Citation analysis] | article | 6 |
| 2016 | Growth recovery after civil conflict: a fractional integration approach In: Defence and Peace Economics. [Full Text][Citation analysis] | article | 1 |
| 2017 | Carlos Pestana Barros In: Defence and Peace Economics. [Full Text][Citation analysis] | article | 0 |
| 2008 | Stochastic volatility in the Spanish stock market: a long memory model with a structural break In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 2012 | Mean reversion of short-run interest rates: empirical evidence from new EU countries In: The European Journal of Finance. [Full Text][Citation analysis] | article | 5 |
| 2009 | A Historical Perspective of Inflation in Latin America. A New Approach Based on Fractional Integration with a Structural Break In: International Economic Journal. [Full Text][Citation analysis] | article | 0 |
| 2002 | Modelling the Persistence of Unemployment in Canada In: International Review of Applied Economics. [Full Text][Citation analysis] | article | 5 |
| 2003 | A fractional integration analysis of the population in some OECD countries In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 9 |
| 2003 | Estimation of the degree of dependence in the temperatures in the northern hemisphere using semi-parametric techniques In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 1 |
| 2011 | Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 3 |
| 2015 | Infant mortality rates: time trends and fractional integration In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 3 |
| 2015 | Linear and segmented trends in sea surface temperature data In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 1 |
| 2015 | An empirical analysis of freight transport traffic modes in Brazil, 1996-2012 In: Transportation Planning and Technology. [Full Text][Citation analysis] | article | 3 |
| 2002 | Do Spanish Stock Market Prices Follow a Random Walk? In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2016 | Oil shocks on unemployment in Central and Eastern Europe In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2002 | Is the US Fiscal Deficit Sustainable? A Fractionally Integrated and Cointegrated Approach In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Serial and cross-correlation in the Spanish Stock Market returns In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Persistence in the short and long term tourist arrivals to Australia In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Long Memory and Fractional Integration in High-Frequency British Pound / Dollar Spot Exchange Rates In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | A framework for Open Innovation practices: Typology and characterisation In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Stock Market Cycles and Stock Market Development in Spain In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2003 | The explaining role of the Earning-Price Ratio in the Spanish Stock Market In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Retail sales. Persistence in the short term and long term dynamics In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Exploring Survey-Based Inflation Forecasts In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2012 | Exploring Surveyâ€Based Inflation Forecasts.(2012) In: Journal of Forecasting. [Citation analysis] This paper has another version. Agregated cites: 12 | article | |
| 2009 | Time series modelling of sunspot numbers using long range cyclical dependence In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Deterministic Seasonality versus Seasonal Fractional Integration In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Seasonal and Long Run Fractional Integration in the Industrial Production Index of Some Latin Americ In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Persistence on airline accidents In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Time trend estimation with breaks in temperature time series In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2009 | Warming break trends and fractional integration in the northern, southern and global temperature anomaly series In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Oil Prices: Persistence and Breaks In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2006 | New Revelations about Unemployment Persistence in Spain In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2008 | Fractional integration and data frequency In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Stock market prices in China. Efficiency, mean reversion, long memory volatility and other implicit dynamics In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | The PPP hypothesis in the US/China relationship. Fractional integration, time variation and data frequency In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | The Nature of the Relationship between International Tourism and International Trade: The Case of Ge In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2005 | Unit and Fractional Roots in the Presence of Abrupt Changes with an Application to the Brazilian Inf In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Modelling U.S. monthly inflation in terms of a jointly seasonal and nonâ€seasonal long memory process In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 0 |
| 2006 | Measuring length of business cycles across countries using a new nonâ€stationary unitâ€root cyclical approach In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 0 |
| 2007 | Strong dependence in the nominal exchange rates of the Polish zloty In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 2 |
| 2007 | The stochastic unit root model and fractional integration: An extension to the seasonal case In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 0 |
| 2016 | Testing unit roots, structural breaks and linearity in the inflation rates of the G7 countries with fractional dependence techniques In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 3 |
| 2013 | THE PURCHASING POWER PARITY HYPOTHESIS IN THE US–CHINA RELATIONSHIP: FRACTIONAL INTEGRATION, TIME VARIATION AND DATA FREQUENCY In: International Journal of Finance & Economics. [Citation analysis] | article | 0 |
| 2015 | Fractional Integration and Asymmetric Volatility in European, American and Asian Bull and Bear Markets: Application to Highâ€frequency Stock Data In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 6 |
| 2021 | Comparative analysis of economic growth in Nigeria and Kenya: A fractional integration approach In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
| 2021 | Mapping US presidential terms with S&P500 index: Time series analysis approach In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 1 |
| 2010 | Persistence in some energy futures markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 14 |
| 2016 | Interest Rate Dynamics in Kenya: Commercial Banks Rates and the 91â€Day Treasury Bill Rate In: Journal of International Development. [Full Text][Citation analysis] | article | 1 |
| 2002 | MEAN REVERSION IN THE SPANISH STOCK MARKET PRICES USING FRACTIONALLY INTEGRATED SEMIPARAMETRIC TECHNIQUES In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 0 |
| 2002 | FRACTIONAL INTEGRATION IN THE STOCK MARKET VOLATILITY SERIES In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 0 |
| 2003 | LONG MEMORY IN FINANCIAL TIME SERIES DATA WITH NON-GAUSSIAN DISTURBANCES In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 0 |
| 2005 | MEASURING THE MEMORY PARAMETER ON SEVERAL TRANSFORMATIONS OF ASSET RETURNS In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 0 |
| 2005 | TESTING OF REAL CONVERGENCE IN GERMANY IN THE PRESENCE OF STRUCTURAL BREAKS In: The Singapore Economic Review (SER). [Full Text][Citation analysis] | article | 0 |
| 2005 | FRACTIONAL INTEGRATION AT ZERO AND THE CYCLICAL FREQUENCIES IN THE SPECIFICATION OF US PRICES In: The Singapore Economic Review (SER). [Full Text][Citation analysis] | article | 0 |
| 2020 | ASEAN Economic Community: Analysis Based on Fractional Integration and Cointegration In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2007 | Testing of Nonstationarities in the Unit Circle, Long Memory Processes, and Day of the Week Effects in Financial Data In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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