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Issue Date | Title | Author(s) |
---|---|---|
2018 | The PPP Hypothesis Revisited: Evidence using a Multivariate Long-Memory Model | Caporale, GM; Gil-Alana, L; Lovcha, Y |
23-Feb-2018 | Is market fear persistent? A long-memory analysis | Caporale, GM; Gil-Alana, L; Plastun, A |
1-Sep-2020 | Persistence in the market risk premium: evidence across countries | Caporale, GM; Gil-Alana, L; Martin-Valmayor, M |
23-Sep-2020 | GDP per capita in Europe: time trends and persistence | Caporale, GM; Gil-Alana, LA; Monge, M |
18-Jun-2020 | Investors' trading behaviour and stock market volatility during crisis periods: A dual long-memory model for the Korean Stock Exchange | Caporale, GM; Karanasos, M; Yfanti, S; Kartsaklas, A |
30-Jun-2019 | Volatility Persistence In The Russian Stock Market | Caporale, GM; Gil-Alana, LA; Tripathy, T |
3-Apr-2019 | Long memory and data frequency in financial markets | Caporale, GM; Gil-Alana, L; Plastun, A |
16-Jul-2019 | Testing the Fisher hypothesis in the G-7 countries using I(d) techniques | Caporale, GM; Gil-Alana, L |
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