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Issue Date | Title | Author(s) |
---|---|---|
15-Jan-2024 | Persistence in high frequency financial data: the case of the Eurostoxx 50 futures prices | Caporale, GM; Plastun, A |
19-Feb-2024 | Persistence in tax revenues: evidence from some OECD countries | Caporale, GM; Garcia Tapia, S; Gil-Alana, LA |
7-Apr-2024 | Persistence in the realized betas: some evidence from the stock market | Caporale, GM; Gil-Alana, LA; Martin-Valmayor, MA |