Brunel University Research Archive(BURA) preserves and enables easy and open access to all
types of digital content. It showcases Brunel's research outputs.
Research contained within BURA is open access, although some publications may be subject
to publisher imposed embargoes. All awarded PhD theses are also archived on BURA.
Browsing by Subject C22
Showing results 1 to 7 of 7
| Issue Date | Title | Author(s) |
|---|---|---|
| 2014 | Fractional integration and cointegration in US financial time series data | Caporale, GM; Gil-Alana, LA |
| 2015 | Modelling African inflation rates: nonlinear deterministic terms and long-range dependence | Caporale, GM; Carcel, H; Gil-Alana, LA |
| 7-May-2022 | Persistence in ESG and conventional stock market indices | Caporale, GM; Gil-Alana, LA; Plastun, A; Makarenko, I |
| 6-Feb-2026 | Short-Term Disruptions and Recovery Patterns in Spanish Hotel Activity: Insights from Quantitative and Qualitative Analysis | Caporale, GM; Gil-Alana, LA; Poza, C; Ruiz-Alba, JL |
| 2013 | A simple panel-CADF test for unit roots | Costantini, M; Lupi, C |
| 7-May-2026 | Testing for persistence in German green and brown stock market indices | Caporale, GM; Gil-Alana, LA; Solarin, SA; Yaya, OS |
| 26-Jun-2022 | US policy responses to the Covid-19 pandemic and sectoral stock indices: a fractional integration approach | Caporale, GM; Gil-Alana, LA; Abakah, EJA |