1. Brunel University Research Archive

Browsing by Subject Fractional integration

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Issue DateTitleAuthor(s)
2021Analysing the relationship between CO2 emissions and GDP in China: a fractional integration and cointegration approachCaporale, GM; Claudio-Quiroga, G; Gil-Alaña, L
2010Estimating persistence in the volatility of asset returns with signal plus noise modelsCaporale, GM; Gil-Alana, LA
2017EXCHANGE RATE LINKAGES BETWEEN THE ASEAN CURRENCIES, THE US DOLLAR AND THE CHINESE RMBCaporale, GM; Gil-Alana, L; You, K
2016The fisher relationship in NigeriaBalparda, B; Caporale, GM; Gil-Alana, LA
2011Forecasting the Spanish stock market returns with fractional and non-fractional modelsCaporale, GM; Cunado, J; Gil-Alana, LA
2010Fractional cointegration in US term spreadsCaporale, GM; Gil-Alana, LA
2014Fractional integration and cointegration in US financial time series dataCaporale, GM; Gil-Alana, LA
2011Fractional integration and cointegration in US financial time series dataCaporale, GM; Gil-Alana, LA
9-Nov-2019High and low prices and the range in the European stock markets: a long-memory approachCaporale, GM; Gil-Alana, L; Poza, C
2011Infant mortality rates: Time trends and fractional integrationCaporale, GM; Gil-Alana, LA
2016Interest rate dynamics in Kenya: Commercial Banks' Rates and the 91-Day Treasury Bill RateCaporale, GM; Gil-Alana, LA
2010Interest rate dynamics in Kenya: Commercial banks’ rates and the 91-Day Treasury bill rateCaporale, GM; Gil-Alana, LA
2016Linkages between the US and European stock markets: A fractional cointegration approachCaporale, GM; Gil-Alana, LA; Orlando, CJ
2010Long memory and volatility dynamics in the US Dollar exchange rateCaporale, 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
2013Modelling long-run trends and cycles in financial time series dataCuñado, J; Gil-Alana, LA
2012Persistence and cycles in the US Federal Funds rateCaporale, GM; Gil-Alana, LA
2012Persistence and cycles in US hours workedCaporale, GM; Gil-Alana, LA
2012Persistence in youth unemploymentCaporale, GM; Gil-Alana, LA
Showing results 1 to 20 of 27  next >