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~isPartOf:"BIS working papers"
~isPartOf:"Discussion paper series / UCL Economics"
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~language:"eng"
~person:"Florax, Raymond J. G. M."
~person:"Francois, Joseph F."
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Koopman, Siem Jan"
~person:"Ravazzolo, Francesco"
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Florax, Raymond J. G. M.
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Long memory and fractional integration in high frequency financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003979849
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2
Skill policies for Scotland
Heckman, James J.
(
contributor
); …
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2004
Persistent link: https://www.econbiz.de/10002520119
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3
Global and regional financial integration in emerging Asia : evidence from stock markets
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
-
2017
Persistent link: https://www.econbiz.de/10011656662
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4
Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria
(
contributor
); …
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2008
Persistent link: https://www.econbiz.de/10003641950
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5
Modelling long-run trends and cycles in financial time series data
Caporale, Guglielmo Maria
(
contributor
); …
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2008
Persistent link: https://www.econbiz.de/10003739803
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6
A multivariate long-memory model with structural breaks
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428263
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7
Mean reversion in the Nikkei, Standard & Poor and Dow Jones stock market indices
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428295
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8
Deterministic versus stochastic seasonal fractional integration and structural breaks
Caporale, Guglielmo Maria
(
contributor
); …
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2007
Persistent link: https://www.econbiz.de/10003428302
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9
Estimating persistence in the volatility of asset returns with signal plus noise models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003963304
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10
Long memory in Angolan macroeconomic series : mean reversion versus explosive behaviour
Barros, Carlos Pestana
;
Caporale, Guglielmo Maria
; …
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2012
Persistent link: https://www.econbiz.de/10009573955
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