Brunel University Research Archive(BURA) preserves and enables easy and open access to all
types of digital content. It showcases Brunel's research outputs.
Research contained within BURA is open access, although some publications may be subject
to publisher imposed embargoes. All awarded PhD theses are also archived on BURA.
Search
Add filters:
Use filters to refine the search results.
Results 1-5 of 5 (Search time: 0.016 seconds).
- previous
- 1
- next
Item hits:
| Issue Date | Title | Author(s) |
|---|---|---|
| 23-Feb-2018 | Is market fear persistent? A long-memory analysis | Caporale, GM; Gil-Alana, L; Plastun, A |
| 3-Apr-2019 | Long memory and data frequency in financial markets | Caporale, GM; Gil-Alana, L; Plastun, A |
| 26-Dec-2022 | Persistence in the passion investment market | Caporale, GM; Gil-Alana, LA; Alex, P |
| 7-May-2022 | Persistence in ESG and conventional stock market indices | Caporale, GM; Gil-Alana, LA; Plastun, A; Makarenko, I |
| 15-Jan-2024 | Persistence in high frequency financial data: the case of the Eurostoxx 50 futures prices | Caporale, GM; Plastun, A |
Discover
Subject