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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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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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Persistence in the Russian stock market volatility indices
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2018
Persistent link: https://www.econbiz.de/10011995731
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Fractional integration and the persistence of UK inflation, 1210-2016
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2018
Persistent link: https://www.econbiz.de/10011995775
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Long-term price overreactions : are markets inefficient?
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2015
Persistent link: https://www.econbiz.de/10010520828
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Exchange rate dynamics and monetary unions in Africa : a fractional integration and cointegration analysis
Balparda, Borja; Caporale, Guglielmo Maria; Carcel, Hector - 2015
Persistent link: https://www.econbiz.de/10010527158
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The fisher relationship in Nigeria
Balparda, Borja; Caporale, Guglielmo Maria; Gil-Alaña, … - 2015
Persistent link: https://www.econbiz.de/10010527201
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Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2014
Persistent link: https://www.econbiz.de/10010431600
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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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Long memory in Angolan macroeconomic series : mean reversion versus explosive behaviour
Barros, Carlos Pestana; Caporale, Guglielmo Maria; … - 2012
Persistent link: https://www.econbiz.de/10009573955