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Brunel University Research Archive (BURA) >
Browsing by Author Gil-Alana, LA
Showing results 1 to 20 of 48
| Issue Date | Title | Author(s) | | 2007 | Deterministic Versus Stochastic Seasonal Fractional Integration and structural breaks | Caporale, GM; Cunado, J; Gil-Alana, LA |
| 2010 | Estimating persistence in the volatility of asset returns with signal plus noise models | Caporale, GM; Gil-Alana, LA |
| 2006 | Eta Terrorism: Police Action, Political Measures And The Influence Of Violence On Economic Activity In The Basque Country | Barros, CP; Caporale, GM; Gil-Alana, LA |
| 2005 | Fractional Cointegration And Aggregate Money Demand Functions | Caporale, GM; Gil-Alana, LA |
| 2010 | Fractional cointegration in US term spreads | Caporale, GM; Gil-Alana, LA |
| 2011 | Fractional integration and cointegration in US financial time series data | Caporale, GM; Gil-Alana, LA |
| 2006 | Fractional integration and impulse responses: A bivariate application to real output in the US and the Scandinavian countries | Caporale, GM; Gil-Alana, LA |
| 2007 | Identification of segments of European banks with a latent class frontier model | Barros, CP; Caporale, GM; Gil-Alana, LA |
| 2011 | Infant mortality rates: Time trends and fractional integration | Caporale, GM; Gil-Alana, LA |
| 2010 | Interest rate dynamics in Kenya: Commercial banks’ rates and the 91-Day Treasury bill rate | Caporale, GM; Gil-Alana, LA |
| 2013 | Long memory and fractional integration in high frequency data on the US Dollar / British Pound spot exchange rate | Caporale, GM; Gil-Alana, LA |
| 2010 | Long memory and fractional integration in high frequency financial time series | Caporale, GM; Gil-Alana, LA |
| 2010 | Long memory and volatility dynamics in the US Dollar exchange rate | Caporale, GM; Gil-Alana, LA |
| 2004 | Long Memory at the Long Run And At The Cyclical Frequencies: Modelling Real Wages In England, 1260 -1994 | Caporale, GM; Gil-Alana, LA |
| 2005 | Long Memory At The Long-Run And The Seasonal Monthly Frequencies In The Us Money Stock | Caporale, GM; Gil-Alana, LA |
| 2012 | Long memory in Angolan macroeconomic series: Mean reversion versus explosive behaviour | Barros, CP; Caporale, GM; Gil-Alana, LA |
| 2012 | Long memory in German energy price indices | Barros, CP; Caporale, GM; Gil-Alana, LA |
| 2013 | Long memory in the Ukrainian stock market | Caporale, GM; Gil-Alana, LA |
| 2009 | Long memory in US real output per capita | Caporale, GM; Gil-Alana, LA |
| 2005 | Long Run And Cyclical Dynamics In The Us Stock Market | Caporale, GM; Gil-Alana, LA |
Showing results 1 to 20 of 48
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