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Issue Date | Title | Author(s) |
---|---|---|
2013 | Long memory in the Ukrainian stock market | Caporale, GM; Gil-Alana, LA |
2010 | Long memory and volatility dynamics in the US Dollar exchange rate | 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 |
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