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Fractional integration in the stock market volatility series
Gil-Alaña, Luis A. - In: International journal of theoretical and applied finance 5 (2002) 8, pp. 775-783
Persistent link: https://www.econbiz.de/10001763176
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Estimating time-varying risk premia in UK long-term government bonds
Steeley, James M. - In: Applied financial economics 14 (2004) 5, pp. 367-373
Persistent link: https://www.econbiz.de/10001939618
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Deregulation and market efficiency : evidence from the gilt-edged market
Steeley, James M. - In: Applied financial economics 2 (1992) 3, pp. 125-143
Persistent link: https://www.econbiz.de/10001136539
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Measuring the memory parameter on several transformations of asset returns
Gil-Alaña, Luis A. - In: International journal of theoretical and applied finance 8 (2005) 6, pp. 675-692
Persistent link: https://www.econbiz.de/10003133833
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The UK unemployment : long memory, seasonality and other implicit dynamics
Gil-Alaña, Luis A. - In: Economia internazionale 56 (2003) 3, pp. 323-335
Persistent link: https://www.econbiz.de/10001984767
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Making political capital : the behaviour of the UK capital markets during Election '97
Steeley, James M. - In: Applied financial economics 13 (2003) 2, pp. 85-95
Persistent link: https://www.econbiz.de/10001725728
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The leverage effect in the UK stock market
Chelley-Steeley, Patricia L.; Steeley, James M. - In: Applied financial economics 15 (2005) 6, pp. 409-423
Persistent link: https://www.econbiz.de/10002708209
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UK unemployment dynamics : a fractionally cointegrated approach
Gil-Alaña, Luis A. - In: Economia internazionale 59 (2006) 1, pp. 33-50
Persistent link: https://www.econbiz.de/10003330750
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Testing for stock market bubbles using nonlinear models and fractional integration
Cuñado Eizaguirre, Juncal; Gil-Alaña, Luis A.; Perez … - In: Applied financial economics 17 (2007) 16/18, pp. 1313-1321
Persistent link: https://www.econbiz.de/10003605836
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The weekly structure of US stock prices
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Applied financial economics 21 (2011) 22/24, pp. 1757-1764
Persistent link: https://www.econbiz.de/10009384839