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 Structural breaks
Showing results 1 to 6 of 6
| Issue Date | Title | Author(s) |
|---|---|---|
| 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 |
| 2014 | Modelling stock volatilities during financial crises: A time varying coefficient approach | Menla Ali, F; Karanasos, M; Paraskevopoulos, AG; Karoglou, M; Yfanti, S |
| 2017 | Modelling Time Varying Volatility Spillovers and Conditional Correlations Across Commodity Metal Futures | Karanasos, M; Menla Ali, F; Margaronis, Z |
| 2014 | Non-linear time series models with applications to financial data | Yfanti, Stavroula |
| 2014 | Short- and long-run linkages between employment growth, inflation and output growth: evidence from a large panel | Skare, M; Caporale, GM |