1. Brunel University Research Archive

Browsing by Subject long memory

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Showing results 1 to 20 of 27  next >
Issue DateTitleAuthor(s)
1-Jun-2021Economic policy uncertainty: Persistence and cross-country linkagesAbakah, EJA; Caporale, GM; Gil-Alana, LA
23-Sep-2020GDP per capita in Europe: time trends and persistenceCaporale, GM; Gil-Alana, LA; Monge, M
5-Apr-2022Inflation in the G7 countries: persistence and structural breaksCaporale, GM; Gil-Alana, LA; Poza, C
18-Jun-2020Investors' trading behaviour and stock market volatility during crisis periods: A dual long-memory model for the Korean Stock ExchangeCaporale, GM; Karanasos, M; Yfanti, S; Kartsaklas, A
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
4-Jan-2020The long memory HEAVY process: modeling and forecasting financial volatilityKaranasos, M; Yfanti, S; Christopoulos, A
6-Feb-2025Long-Run Trends and Cycles in US House PricesCaporale, GM; Gil-Alana, LA
20-Apr-2024Measuring persistence of the world population: a fractional integration approachGil-Alana, LA; Caporale, GM; Infante, J; del Rio, M
7-Sep-2023Modelling profitability of private equity: A fractional integration approachCaporale, GM; Gil-Alana, LA; Puertolas, F
11-Mar-2021Particulate matter 10 (PM10): persistence and trends in eight European capitalsCaporale, GM; Gil-Alana, LA; Carmona-Gonzales, N
5-Mar-2023Persistence and long memory in monetary policy spreadsCaporale, GM; Gil-Alana, LA
7-May-2022Persistence in ESG and conventional stock market indicesCaporale, GM; Gil-Alana, LA; Plastun, A; Makarenko, I
15-Jan-2024Persistence in high frequency financial data: the case of the Eurostoxx 50 futures pricesCaporale, GM; Plastun, A
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
1-Sep-2020Persistence in the market risk premium: evidence across countriesCaporale, GM; Gil-Alana, L; Martin-Valmayor, M
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
7-Apr-2024Persistence in the realized betas: some evidence from the stock marketCaporale, GM; Gil-Alana, LA; Martin-Valmayor, MA
Showing results 1 to 20 of 27  next >