Zobrazeno 1 - 10
of 43
pro vyhledávání: '"Luis Alberiko Gil-Alana"'
Autor:
Amir IMmeri, Luis Alberiko Gil-Alana
Publikováno v:
Tourism and Hospitality Management, Vol 30, Iss 3, Pp 447-452 (2024)
Purpose – This study deals with the COVID-19’s effects on the travel sector in ASEAN countries and applies fractional integration methods. Methodology/Design/Approach – The persistence and seasonality of foreign tourist visitors in ASEAN mem
Externí odkaz:
https://doaj.org/article/780b8449067f43489210f19c8498af32
Publikováno v:
Cogent Social Sciences, Vol 10, Iss 1 (2024)
AbstractThis article deals with the analysis of persistence in tourism in three European cities, namely, London, Manchester and Berlin. We consider hotel occupancy rate data with data beginning at October 1997 (in London), at March 2004 (in Berlin),
Externí odkaz:
https://doaj.org/article/70031003088d4fa8afa134deaafc4367
Autor:
Francisco José Gil-Ruiz, Luis Alberiko Gil-Alana, María Hernández-Herrera, Raquel Ayestarán-Crespo
Publikováno v:
Humanities & Social Sciences Communications, Vol 11, Iss 1, Pp 1-11 (2024)
Abstract This paper explores the Spanish film industry to analyze the evolution of Spanish movie theater revenues up to December 2021 using both aggregated and disaggregated data by area of origin. Based on fractional integration methods, the results
Externí odkaz:
https://doaj.org/article/03d7eb1d963649b189be01ec6896867e
Publikováno v:
Economies, Vol 12, Iss 7, p 175 (2024)
This paper investigates the relationships of the Bloomberg Gender Equality Index and the MSCI World Index in global financial markets. The main objective is to analyze the degree of integration of each index from a fractional perspective for the year
Externí odkaz:
https://doaj.org/article/3d8421e9bf17498a846abd54b8f33bf4
Publikováno v:
Advances in Meteorology, Vol 2024 (2024)
This paper analyses temperature anomalies in the northern and southern hemispheres, and the differences between the two in order to estimate the time trend coefficients and the degrees of persistence in the data. Analysing the entire sample period (f
Externí odkaz:
https://doaj.org/article/f02b4e1875ef46fca79dab83d70ca00c
Publikováno v:
Econometrics, Vol 12, Iss 2, p 15 (2024)
This paper introduces a new modelling approach that incorporates nonlinear, exponential deterministic terms into a fractional integration framework. The proposed model is based on a specific test on fractional integration that is more general than th
Externí odkaz:
https://doaj.org/article/4b5d3040d94342f2bbc3c9f9e9fbf32f
Publikováno v:
Heliyon, Vol 9, Iss 5, Pp e15422- (2023)
This paper analyses the effects of containment measures and monetary and fiscal responses on US financial markets during the Covid-19 pandemic. More specifically, it applies fractional integration methods to analyse their impact on the daily S&P500,
Externí odkaz:
https://doaj.org/article/e2b60053cacd4df497296ce4fd959c6f
Trends in road accidents on Brazil's highways: Evidence of persistence using fractional integration.
Publikováno v:
PLoS ONE, Vol 18, Iss 7, p e0287302 (2023)
This paper deals with the analysis of trends in road accidents on highways in Brazil. We use time series techniques based on fractional integration that allow us to determine if exogenous shocks in the data have transitory or permanent effects depend
Externí odkaz:
https://doaj.org/article/6df90d17bbc940c69606c4ae4036ca5b
Publikováno v:
PLoS ONE, Vol 18, Iss 3, p e0282631 (2023)
This paper investigates whether gold and silver can be considered safe havens by examining their long-run linkages with 13 stock price indices. More specifically, the stochastic properties of the differential between gold/silver prices and 13 stock i
Externí odkaz:
https://doaj.org/article/d36ba91ca9a040589e80bfa6330c03f1
Autor:
Gema Lopez, Luis Alberiko Gil-Alana
Publikováno v:
PLoS ONE, Vol 18, Iss 2, p e0281906 (2023)
In this paper, the sales of vehicles in the US are examined to understand if the shock caused by the current COVID-19 pandemic has had permanent or transitory effects on its subsequent evolution. Using monthly data from January 1976 until April 2021
Externí odkaz:
https://doaj.org/article/3bb4da21933d4ff785f8cd36c210131a