Browsing by Subject Long-range dependence
Showing results 1 to 4 of 4
Issue Date | Title | Author(s) |
---|---|---|
2014 | Fractional integration and cointegration in US financial time series data | Caporale, GM; Gil-Alana, LA |
2011 | Fractional integration and cointegration in US financial time series data | Caporale, GM; Gil-Alana, LA |
2016 | Interest rate dynamics in Kenya: Commercial Banks' Rates and the 91-Day Treasury Bill Rate | 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 |