DA - Economía - Working Papers 2006 : [19]

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Collection's Items (Sorted by Submit Date in Descending order): 1 to 19 of 19
Issue DateTitleTypeAuthor(s)
2006Testing of nonstationarities in the unit circle, long memory processes and the day of the week effects in financial data.Capitulo de libroGil-Alana, L.A. (Luis A.); Caporale, G.M. (Guglielmo M.); Nazarski, M. (Mike)
2007Nonlinearities and fractional integration in the US unemployment rate.ArticuloGil-Alana, L.A. (Luis A.); Caporale, G.M. (Guglielmo M.)
2007Long run and cyclical strong dependence in macroeconomic time series. Nelson and Plosser revisited.ArticuloGil-Alana, L.A. (Luis A.)
2008Fractional integration and structural breaks at unknown periods of time.ArticuloGil-Alana, L.A. (Luis A.)
2006Understanding the Relationship between Financial Development and Monetary Policy.Documento de trabajoCarranza, L. (Luis); Galdón-Sánchez, J.E. (José E.); Gómez-Biscarri, J. (Javier)
2008On a relationship between distorted and spectral risk measures.ArticuloGzyl, H. (Henryk); Mayoral, S. (Silvia)
2007Random Dynamics and Finance: Constructing Implied Binomial Trees from a Predetermined Stationary Density.ArticuloBahsoun, W. (Wael); Góra, P. (Pawel); Mayoral, S. (Silvia), et al
2008Ranking Journals Following a Matching Model Approach. An Application to Public Economics Journals.ArticuloPujol, F. (Francesc)
2009Optimizing Measures of Risk: A Simplex-like Algorithm.ArticuloBalbás, A. (Alejandro); Balbás, R. (Raquel); Mayoral, S. (Silvia)
2009New Revelations about Unemployment Persistence in Spain.ArticuloGil-Alana, L.A. (Luis A.); García-del-Barrio, P. (Pedro)
2006Possibilities and Limits: Testing in the Fiscal Military State in the Anglo-Spanish War of 1779-1783.Documento de trabajoTorres-Sánchez, R. (Rafael)
2008Distribution-free Tests of Fractional Cointegration.ArticuloHualde, J. (Javier); Velasco, C. (Carlos)
2006Semiparametric Estimation of Fractional Cointegration.Documento de trabajoHualde, J. (Javier); Robinson, P.M. (Peter M.)
2006Testing the Martingale Difference Hypothesis Using Integrated Regression Functions.ArticuloEscanciano, J.C. (Juan Carlos); Velasco, C. (Carlos)
2006The Complexity of Corruption: Nature and Ethical Suggestions.Documento de trabajoCalderón-Cuadrado, R. (Reyes); Álvarez-Arce, J.L. (José Luis)
2008The Impact of Absenteeism on the Quality of Assembly Line Production: Is the Value of Worker Expertise Decreasing?ArticuloMateo, R. (Ricardo)
2009Technology Shocks and Hours Worked: A Fractional Integration Perspective.ArticuloGil-Alana, L.A. (Luis A.); Moreno, A. (Antonio)
2006Joint Diagnostic Tests for Conditional Mean and Variance Specifications.Documento de trabajoEscanciano, J.C. (Juan Carlos)
2006Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial Liberalization.ArticuloCuñado, J. (Juncal); Gómez-Biscarri, J. (Javier); Pérez-de-Gracia, F. (Fernando)
Collection's Items (Sorted by Submit Date in Descending order): 1 to 19 of 19