Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos - 2019
difference between the two logged series. Specifically, monthly, weekly and daily data on the following five European stock … market indices are analysed: DAX30 (Germany), FTSE100 (UK), CAC40 (France), FTSE MIB40 (Italy) and IBEX35 (Spain). In all …