Browsing by Subject unit roots
Showing results 1 to 2 of 2
| Issue Date | Title | Author(s) |
|---|---|---|
| 15-Sep-2025 | A fractional integration model and testing procedure with roots within the unit circle | Caporale, GM; Gil-Alana, LA |
| 4-Mar-2020 | Persistence, non-linearities and structural breaks in European stock market indices | Caporale, GM; Gil-Alana, LA; Poza, C |