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~isPartOf:"Department of Economics working papers"
~person:"Gil-Alaña, Luis A."
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Gil-Alaña, Luis A.
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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
Saved in:
2
Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
1999
Persistent link: https://www.econbiz.de/10001615056
Saved in:
3
Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001615066
Saved in:
4
Random walk versus multiple trend breaks in stock prices : evidence from 15 European markets
Narayan, Paresh Kumar
;
Smyth, Russell
- In:
Applied financial economics letters
2
(
2006
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10003301478
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