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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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Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 1999
Persistent link: https://www.econbiz.de/10001615056
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Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001615066
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Real exchange rate effects on the balance of trade : cointegration an the Marshall-lerner condition
Boyd, Derick A. C.; Caporale, Guglielmo Maria; Smith, Ron - 1999
Persistent link: https://www.econbiz.de/10001615049
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Interest rate linkages : identifying structural relations
Barassi, Marco R.; Caporale, Guglielmo Maria; Hall, … - 2000
Persistent link: https://www.econbiz.de/10001615062