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Modelling stochastic volatility in asset returns using fractionally integrated semiparametric techniques
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Applied financial economics letters 2 (2006) 1, pp. 9-12
Persistent link: https://www.econbiz.de/10003301505
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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
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Long rage dependence in daily stock returns
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Applied financial economics 14 (2004) 6, pp. 375-383
Persistent link: https://www.econbiz.de/10001970911
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Panel data tests of PPP : a critical overview
Caporale, Guglielmo Maria; Cerrato, Mario - In: Applied financial economics 16 (2006) 1/2, pp. 73-91
Persistent link: https://www.econbiz.de/10003291805
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Interest rate linkages : identifying structural relations
Barassi, Marco R.; Caporale, Guglielmo Maria; Hall, … - In: Applied financial economics 15 (2005) 14, pp. 977-986
Persistent link: https://www.econbiz.de/10003177472