Search
Add filters:
Use filters to refine the search results.
Item hits:
Issue Date | Title | Author(s) |
---|---|---|
2010 | Long memory and volatility dynamics in the US Dollar exchange rate | Caporale, GM; Gil-Alana, LA |
2010 | The weekly structure of US stock prices | Caporale, GM; Gil-Alana, LA |
2010 | US disposable personal income and housing price index: A fractional integration analysis | Caporale, GM; Gil-Alana, LA |
2010 | Estimating persistence in the volatility of asset returns with signal plus noise models | Caporale, GM; Gil-Alana, LA |
2010 | Fractional cointegration in US term spreads | Caporale, GM; Gil-Alana, LA |
2011 | Fractional integration and cointegration in US financial time series data | Caporale, GM; Gil-Alana, LA |
2013 | Modelling long-run trends and cycles in financial time series data | Cuñado, J; Gil-Alana, LA |
2011 | Infant mortality rates: Time trends and fractional integration | Caporale, GM; Gil-Alana, LA |
Discover
Subject