Showing results 29 to 48 of 98
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Issue Date | Title | Author(s) |
2010 | Long memory and volatility dynamics in the US Dollar exchange rate | Caporale, GM; Gil-Alana, LA |
2004 | Long Memory at the Long Run And At The Cyclical Frequencies: Modelling Real Wages In England, 1260 -1994 | Caporale, GM; Gil-Alana, LA |
2005 | Long Memory At The Long-Run And The Seasonal Monthly Frequencies In The Us Money Stock | Caporale, GM; Gil-Alana, LA |
2012 | Long memory in Angolan macroeconomic series: Mean reversion versus explosive behaviour | Barros, CP; Caporale, GM; Gil-Alana, LA |
2012 | Long memory in German energy price indices | Barros, CP; Caporale, GM; Gil-Alana, LA |
2013 | Long memory in the Ukrainian stock market | Caporale, GM; Gil-Alana, LA |
2009 | Long memory in US real output per capita | Caporale, GM; Gil-Alana, LA |
2005 | Long Run And Cyclical Dynamics In The Us Stock Market | Caporale, GM; Gil-Alana, LA |
2014 | Long run and cyclical dynamics in the US stock market | Caporale, GM; Gil-Alana, LA |
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 |
8-Feb-2019 | Long-term interest rates in Europe: a fractional cointegration analysis | Caporale, GM; Gil-Alana, LA |
2007 | Mean Reversion in the Nikkei, Standard & Poor and Dow Jones indices | Caporale, GM; Gil-Alana, LA |
2007 | Mean Reversion in the US Treasury Constant Maturity Rates | Caporale, GM; Gil-Alana, LA |
2024 | Measuring persistence of the world population: a fractional integration approach | Caporale, GM; Infante, J; del Rio, M; Gil-Alana, LA |
2015 | Modelling African inflation rates: nonlinear deterministic terms and long-range dependence | Caporale, GM; Carcel, H; Gil-Alana, LA |
2013 | Modelling long-run trends and cycles in financial time series data | Cuñado, J; Gil-Alana, LA |
2022 | Modelling persistence and non-linearities in the US Treasury 10-year bond yields | Caporale, GM; Gil-Alana, LA; Yaya, OS |
7-Sep-2023 | Modelling profitability of private equity: A fractional integration approach | Caporale, GM; Gil-Alana, LA; Puertolas, F |
2005 | Modelling Stochastic Volatility In Asset Returns Using Fractionally Integrated Semiparametric Techniques | Caporale, GM; Gil-Alana, LA |
2006 | Modelling structural breaks in the US, UK and Japanese unemployment rates | Caporale, GM; Gil-Alana, LA |