Brunel University Research Archive(BURA) preserves and enables easy and open access to all
types of digital content. It showcases Brunel's research outputs.
Research contained within BURA is open access, although some publications may be subject
to publisher imposed embargoes. All awarded PhD theses are also archived on BURA.
Browsing by Author Caporale, GM
Showing results 276 to 281 of 281
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| Issue Date | Title | Author(s) |
|---|---|---|
| 2005 | Valuing American Put Options Using Chebyshev Polynomial Approximation | Caporale, GM; Cerrato, M |
| 30-Jun-2019 | Volatility Persistence In The Russian Stock Market | Caporale, GM; Gil-Alana, LA; Tripathy, T |
| 2009 | Volatility spillovers and contagion from mature to emerging stock markets | Beirne, J; Caporale, GM; Schulze-Ghattas, M; Spagnolo, N |
| 2016 | The weekend effect: an exploitable anomaly in the Ukrainian stock market? | Caporale, GM; Gil-Alana, L; Plastun, A |
| 2010 | The weekly structure of US stock prices | Caporale, GM; Gil-Alana, LA |
| 2-Mar-2023 | Witching days and abnormal profits in the US stock market | Caporale, GM; Plastun, A |