Narrow search
Showing 1 - 10 of 23
Cover Image
Fractional integration in the purchasing power parity
Gil-Alaña, Luis A. - 1998
Persistent link: https://www.econbiz.de/10000994027
Cover Image
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
Cover Image
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
Cover Image
Multivariate tests of fractionally integrated hypotheses
Gil-Alaña, Luis A. - 1998
Persistent link: https://www.econbiz.de/10000994030
Cover Image
Nelson and Plosser revisited: evidence from fractional ARIMA models
Gil-Alaña, Luis A. - 1998
Persistent link: https://www.econbiz.de/10000994031
Cover Image
Modeling financial sector joint tail risk in the euro area
Lucas, André; Schwaab, Bernd; Zhang, Xin - 2015
Persistent link: https://www.econbiz.de/10011349820
Cover Image
Persistence in the Russian stock market volatility indices
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2018
Persistent link: https://www.econbiz.de/10011995731
Cover Image
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
Cover Image
Long-term price overreactions : are markets inefficient?
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2015
Persistent link: https://www.econbiz.de/10010520828
Cover Image
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