1. Brunel University Research Archive

Browsing by Subject fractional integration

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Showing results 8 to 27 of 39 < previous   next >
Issue DateTitleAuthor(s)
11-Nov-2022The impact of the Covid-19 pandemic on persistence in the European stock marketsCaporale, GM; Gil-Alana, L; Arrese Lasaosa, I
23-Feb-2018Is market fear persistent? A long-memory analysisCaporale, GM; Gil-Alana, L; Plastun, A
3-Apr-2019Long memory and data frequency in financial marketsCaporale, GM; Gil-Alana, L; Plastun, A
8-Feb-2019Long-term interest rates in Europe: a fractional cointegration analysisCaporale, 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
7-Sep-2023Modelling profitability of private equity: A fractional integration approachCaporale, GM; Gil-Alana, LA; Puertolas, F
5-Jul-2023Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaksCaporale, GM; Gil-Alana, LA
5-Aug-2020On the persistence of UK inflation: A long-range dependence approachCaporale, GM; Gil-Alana, LA; Trani, T
11-Mar-2021Particulate matter 10 (PM10): persistence and trends in eight European capitalsCaporale, GM; Gil-Alana, LA; Carmona-Gonzales, N
2017Persistence and cycles in the US Federal Funds rateCaporale, GM; Gil-Alana, LA
2014Persistence and cycles in US hours workedCaporale, GM; Gil-Alana, LA
5-Mar-2023Persistence and long memory in monetary policy spreadsCaporale, GM; Gil-Alana, LA
2024Persistence and seasonality in the US Industrial Production IndexCaporale, GM; Gil-Alana, LA; Poza, C; Baños Izquierdo, A
22-Mar-2024Persistence in European Stock Market Returns and VolatilityCaporale, GM; Rubio-Bezares, A; Gil-Alana, LA
19-Feb-2024Persistence in tax revenues: evidence from some OECD countriesCaporale, GM; Garcia Tapia, S; Gil-Alana, LA
28-Dec-2023Persistence in the cryptocurrency market: the impact of the Covid-19 pandemic and of the Russia-Ukraine warCaporale, GM; Imeri, A; Gil-Alana, LA
26-Dec-2022Persistence in the passion investment marketCaporale, GM; Gil-Alana, LA; Alex, P
7-Jun-2021Persistence in the private debt-to-GDP ratio: evidence from 43 OECD countriesCaporale, GM; Gil-Alana, LA; Malmierca, M
21-Jul-2023Persistence in UK historical data on life expectancyCaporale, GM; Infante, J; del Rio, M; Gil-Alana, LA
Showing results 8 to 27 of 39 < previous   next >