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 fractional integration and cointegration
Showing results 1 to 3 of 3
| Issue Date | Title | Author(s) |
|---|---|---|
| 13-Mar-2024 | Long-Run Linkages Between us Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis | Caporale, GM; de Dios Mazariegos, JJ; Gil-Alana, LA |
| 13-Aug-2024 | Modelling Loans to Non-Financial Corporations in the Eurozone: A Long-Memory Approach | Caporale, GM; Gil-Alana, LA; Rubino, N; Vilchez, I |
| 13-Apr-2020 | Prospects for a monetary union in the East Africa Community: some empirical evidence | Caporale, GM; Gil-Alana, L |