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~isPartOf:"International review of financial analysis"
~person:"Bollerslev, Tim"
~person:"Gil-Alaña, Luis A."
~person:"Spagnolo, Nicola"
~person:"Todorov, Viktor"
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Bollerslev, Tim
Gil-Alaña, Luis A.
Spagnolo, Nicola
Todorov, Viktor
Bouri, Elie
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International review of financial analysis
Journal of econometrics
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Macro news and stock returns in the Euro area : a VAR-GARCH-in-mean analysis
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
International review of financial analysis
45
(
2016
),
pp. 180-188
Persistent link: https://www.econbiz.de/10011581967
Saved in:
2
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
29
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
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