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Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003641950
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Multiple shift and fractional integration in the US and UK unemployment rates
Caporale, Guglielmo Maria (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003739796
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Persistence in US interest rates : is it stable over time?
Caporale, Guglielmo Maria (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003739798
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Modelling long-run trends and cycles in financial time series data
Caporale, Guglielmo Maria (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003739803
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A multivariate long-memory model with structural breaks
Caporale, Guglielmo Maria (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003428263
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Mean reversion in the US treasury constant maturity rates
Caporale, Guglielmo Maria (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003428293
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Mean reversion in the Nikkei, Standard & Poor and Dow Jones stock market indices
Caporale, Guglielmo Maria (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003428295
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Deterministic versus stochastic seasonal fractional integration and structural breaks
Caporale, Guglielmo Maria (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003428302
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Testing seasonality in the context of fractionally integrated processes
Gil-Alaña, Luis A. - In: Annales d'économie et de statistique 81 (2006), pp. 69-91
Persistent link: https://www.econbiz.de/10003376911
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US disposable personal income and housing price index : a fractional integration analysis
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2010
Persistent link: https://www.econbiz.de/10008662898