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Issue Date | Title | Author(s) |
---|---|---|
2013 | Long memory in the Ukrainian stock market | Caporale, GM; Gil-Alana, LA |
2013 | The PPP hypothesis revisited: Evidence using a multivariate long-memory model | Caporale, GM; Gil-Alana, LA; Lovcha, Y |
2013 | Long memory and fractional integration in high frequency data on the US Dollar / British Pound spot exchange rate | Caporale, GM; Gil-Alana, LA |