Brunel University Research Archive: Browsing BURA

Browsing by Subject Long memory

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
or enter first few letters:

Showing results 1 to 10 of 10

Issue Date	Title	Author(s)
2017	Central bank policy rates: are they cointegrated?	Caporale, GM; Carcel, H
2010	Estimating persistence in the volatility of asset returns with signal plus noise models	Caporale, GM; Gil-Alana, LA
2010	Fractional cointegration in US term spreads	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
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
2013	Long memory in the Ukrainian stock market	Caporale, GM; Gil-Alana, LA
2013	The PPP hypothesis revisited: Evidence using a multivariate long-memory model	Caporale, GM; Gil-Alana, LA; Lovcha, Y
2018	UK overseas visitors: seasonality and persistence	Caporale, GM; Gil-Alana, L

Showing results 1 to 10 of 10