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language:"zho"
~isPartOf:"Department of Economics working paper series"
~isPartOf:"Economics and finance working paper series"
~language:"eng"
~language:"srp"
~person:"Gil-Alaña, Luis A."
~person:"Tripathy, Trilochan"
~subject:"Capital income"
~type_genre:"Amtsdruckschrift"
~type_genre:"Working Paper"
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Persistence in the Russian stock market volatility indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
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2018
Persistent link: https://www.econbiz.de/10011995731
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2
The Kenyan stock market : inefficiency, long memory, persistence and anomalities in the NSE-20
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
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2015
Persistent link: https://www.econbiz.de/10010527181
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3
Long memory in the Ukrainian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731962
Saved in:
4
Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003963286
Saved in:
5
Estimating persistence in the volatility of asset returns with signal plus noise models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003963304
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