1. Brunel University Research Archive

Browsing by Author Gil-Alana, LA

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Showing results 26 to 45 of 98 < previous   next >
Issue DateTitleAuthor(s)
2016Linkages between the US and European stock markets: A fractional cointegration approachCaporale, GM; Gil-Alana, LA; Orlando, CJ
2013Long memory and fractional integration in high frequency data on the US Dollar / British Pound spot exchange rateCaporale, GM; Gil-Alana, LA
2010Long memory and fractional integration in high frequency financial time seriesCaporale, GM; Gil-Alana, LA
2010Long memory and volatility dynamics in the US Dollar exchange rateCaporale, GM; Gil-Alana, LA
2004Long Memory at the Long Run And At The Cyclical Frequencies: Modelling Real Wages In England, 1260 -1994Caporale, GM; Gil-Alana, LA
2005Long Memory At The Long-Run And The Seasonal Monthly Frequencies In The Us Money StockCaporale, GM; Gil-Alana, LA
2012Long memory in Angolan macroeconomic series: Mean reversion versus explosive behaviourBarros, CP; Caporale, GM; Gil-Alana, LA
2012Long memory in German energy price indicesBarros, CP; Caporale, GM; Gil-Alana, LA
2013Long memory in the Ukrainian stock marketCaporale, GM; Gil-Alana, LA
2009Long memory in US real output per capitaCaporale, GM; Gil-Alana, LA
2005Long Run And Cyclical Dynamics In The Us Stock MarketCaporale, GM; Gil-Alana, LA
2014Long run and cyclical dynamics in the US stock marketCaporale, GM; Gil-Alana, LA
13-Mar-2024Long-run linkages between US stock prices and cryptocurrencies: a fractional cointegration analysisCaporale, GM; de Dios Mazariegos, JJ; Gil-Alana, LA
8-Feb-2019Long-term interest rates in Europe: a fractional cointegration analysisCaporale, GM; Gil-Alana, LA
2007Mean Reversion in the Nikkei, Standard & Poor and Dow Jones indicesCaporale, GM; Gil-Alana, LA
2007Mean Reversion in the US Treasury Constant Maturity RatesCaporale, GM; Gil-Alana, LA
2024Measuring persistence of the world population: a fractional integration approachCaporale, GM; Infante, J; del Rio, M; Gil-Alana, LA
2015Modelling African inflation rates: nonlinear deterministic terms and long-range dependenceCaporale, GM; Carcel, H; Gil-Alana, LA
2013Modelling long-run trends and cycles in financial time series dataCuñado, J; Gil-Alana, LA
2022Modelling persistence and non-linearities in the US Treasury 10-year bond yieldsCaporale, GM; Gil-Alana, LA; Yaya, OS
Showing results 26 to 45 of 98 < previous   next >