Showing results 41 to 60 of 100
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Issue Date | Title | Author(s) |
2007 | Mean Reversion in the Nikkei, Standard & Poor and Dow Jones indices | Caporale, GM; Gil-Alana, LA |
2007 | Mean Reversion in the US Treasury Constant Maturity Rates | Caporale, GM; Gil-Alana, LA |
2024 | Measuring persistence of the world population: a fractional integration approach | Caporale, GM; Infante, J; del Rio, M; Gil-Alana, LA |
2015 | Modelling African inflation rates: nonlinear deterministic terms and long-range dependence | Caporale, GM; Carcel, H; Gil-Alana, LA |
13-Aug-2024 | Modelling Loans to Non-Financial Corporations in the Eurozone: A Long-Memory Approach | Caporale, GM; Gil-Alana, LA; Rubino, N; Vilchez, I |
2013 | Modelling long-run trends and cycles in financial time series data | Cuñado, J; Gil-Alana, LA |
2022 | Modelling persistence and non-linearities in the US Treasury 10-year bond yields | Caporale, GM; Gil-Alana, LA; Yaya, OS |
7-Sep-2023 | Modelling profitability of private equity: A fractional integration approach | Caporale, GM; Gil-Alana, LA; Puertolas, F |
2005 | Modelling Stochastic Volatility In Asset Returns Using Fractionally Integrated Semiparametric Techniques | Caporale, GM; Gil-Alana, LA |
2006 | Modelling structural breaks in the US, UK and Japanese unemployment rates | Caporale, GM; Gil-Alana, LA |
2009 | Multi-factor gegenbauer processes and european inflation rates | Caporale, GM; Gil-Alana, LA |
2008 | Multiple cyclical fractional structures in financial time series | Caporale, GM; Gil-Alana, LA |
2008 | Multiple shifts and fractional integration in the us and uk unemployment rates | Caporale, GM; Gil-Alana, LA |
2007 | A Multivariate Long-Memory Model with Structural Breaks | Caporale, GM; Gil-Alana, LA |
2007 | A multivariate long-memory model with structural breaks | Caporale, GM; Gil-Alana, LA |
2004 | Nelson And Plosser Revisited: Evidence From Fractional Arima Models | Caporale, GM; Gil-Alana, LA |
5-Jul-2023 | Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaks | Caporale, GM; Gil-Alana, LA |
2005 | Non-Linearities And Fractional Integration In The Us Unemployment Rate | Caporale, GM; Gil-Alana, LA |
2004 | Non-Linearities And Fractional Integration In The Us Unemployment Rate | Caporale, GM; Gil-Alana, LA |
9-Mar-2021 | Non-linearities and persistence in US long-run interest rates | Caporale, GM; Gil-Alana, LA; Martin-Valmayor, M |