1. Brunel University Research Archive

Browsing by Author Gil-Alana, LA

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Showing results 46 to 65 of 98 < previous   next >
Issue DateTitleAuthor(s)
7-Sep-2023Modelling profitability of private equity: A fractional integration approachCaporale, GM; Gil-Alana, LA; Puertolas, F
2005Modelling Stochastic Volatility In Asset Returns Using Fractionally Integrated Semiparametric TechniquesCaporale, GM; Gil-Alana, LA
2006Modelling structural breaks in the US, UK and Japanese unemployment ratesCaporale, GM; Gil-Alana, LA
2009Multi-factor gegenbauer processes and european inflation ratesCaporale, GM; Gil-Alana, LA
2008Multiple cyclical fractional structures in financial time seriesCaporale, GM; Gil-Alana, LA
2008Multiple shifts and fractional integration in the us and uk unemployment ratesCaporale, GM; Gil-Alana, LA
2007A Multivariate Long-Memory Model with Structural BreaksCaporale, GM; Gil-Alana, LA
2007A multivariate long-memory model with structural breaksCaporale, GM; Gil-Alana, LA
2004Nelson And Plosser Revisited: Evidence From Fractional Arima ModelsCaporale, GM; Gil-Alana, LA
5-Jul-2023Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaksCaporale, GM; Gil-Alana, LA
2005Non-Linearities And Fractional Integration In The Us Unemployment RateCaporale, GM; Gil-Alana, LA
2004Non-Linearities And Fractional Integration In The Us Unemployment RateCaporale, GM; Gil-Alana, LA
9-Mar-2021Non-linearities and persistence in US long-run interest ratesCaporale, GM; Gil-Alana, LA; Martin-Valmayor, M
5-Aug-2020On the persistence of UK inflation: A long-range dependence approachCaporale, GM; Gil-Alana, LA; Trani, T
11-Mar-2021Particulate matter 10 (PM10): persistence and trends in eight European capitalsCaporale, GM; Gil-Alana, LA; Carmona-Gonzales, N
2012Persistence and cycles in the US Federal Funds rateCaporale, GM; Gil-Alana, LA
2017Persistence and cycles in the US Federal Funds rateCaporale, GM; Gil-Alana, LA
2014Persistence and cycles in US hours workedCaporale, GM; Gil-Alana, LA
2012Persistence and cycles in US hours workedCaporale, GM; Gil-Alana, LA
2011Persistence and cyclical dependence in the monthly Euribor rateCaporale, GM; Gil-Alana, LA
Showing results 46 to 65 of 98 < previous   next >