1. Brunel University Research Archive

Browsing by Author Gil-Alana, LA

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Showing results 40 to 59 of 98 < previous   next >
Issue DateTitleAuthor(s)
2007Mean Reversion in the Nikkei, Standard & Poor and Dow Jones indicesCaporale, GM; Gil-Alana, LA
2007Mean Reversion in the US Treasury Constant Maturity RatesCaporale, GM; Gil-Alana, LA
2024Measuring persistence of the world population: a fractional integration approachCaporale, GM; Infante, J; del Rio, M; Gil-Alana, LA
2015Modelling African inflation rates: nonlinear deterministic terms and long-range dependenceCaporale, GM; Carcel, H; Gil-Alana, LA
2013Modelling long-run trends and cycles in financial time series dataCuñado, J; Gil-Alana, LA
2022Modelling persistence and non-linearities in the US Treasury 10-year bond yieldsCaporale, GM; Gil-Alana, LA; Yaya, OS
7-Sep-2023Modelling profitability of private equity: A fractional integration approachCaporale, GM; Gil-Alana, LA; Puertolas, F
2005Modelling Stochastic Volatility In Asset Returns Using Fractionally Integrated Semiparametric TechniquesCaporale, GM; Gil-Alana, LA
2006Modelling structural breaks in the US, UK and Japanese unemployment ratesCaporale, GM; Gil-Alana, LA
2009Multi-factor gegenbauer processes and european inflation ratesCaporale, GM; Gil-Alana, LA
2008Multiple cyclical fractional structures in financial time seriesCaporale, GM; Gil-Alana, LA
2008Multiple shifts and fractional integration in the us and uk unemployment ratesCaporale, GM; Gil-Alana, LA
2007A Multivariate Long-Memory Model with Structural BreaksCaporale, GM; Gil-Alana, LA
2007A multivariate long-memory model with structural breaksCaporale, GM; Gil-Alana, LA
2004Nelson And Plosser Revisited: Evidence From Fractional Arima ModelsCaporale, GM; Gil-Alana, LA
5-Jul-2023Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaksCaporale, GM; Gil-Alana, LA
2005Non-Linearities And Fractional Integration In The Us Unemployment RateCaporale, GM; Gil-Alana, LA
2004Non-Linearities And Fractional Integration In The Us Unemployment RateCaporale, GM; Gil-Alana, LA
9-Mar-2021Non-linearities and persistence in US long-run interest ratesCaporale, GM; Gil-Alana, LA; Martin-Valmayor, M
5-Aug-2020On the persistence of UK inflation: A long-range dependence approachCaporale, GM; Gil-Alana, LA; Trani, T
Showing results 40 to 59 of 98 < previous   next >