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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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A multivariate long-memory model with structural breaks
Caporale, Guglielmo Maria (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003428263
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Deterministic versus stochastic seasonal fractional integration and structural breaks
Caporale, Guglielmo Maria (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003428302
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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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Long memory in the Ukrainian stock market
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2013
Persistent link: https://www.econbiz.de/10009731962
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The PPP hypothesis revisited : evidence using a multivariate long-memory model
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Lovcha, … - 2013
Persistent link: https://www.econbiz.de/10009731975
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Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria; Carcel, Hector; Gil-Alaña, … - 2017
Persistent link: https://www.econbiz.de/10011631069
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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