Narrow search
Showing 1 - 4 of 4
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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