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Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria; Gil-Alana, Luis A. - In: International review of financial analysis 29 (2013), pp. 1-9
Persistent link: https://www.econbiz.de/10010168901
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Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates
Caporale, Guglielmo Maria; Gil-Alana, Luis A. - In: Empirica : journal of european economics 35 (2008) 3, pp. 241-253
Persistent link: https://www.econbiz.de/10008074154
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Testing for deterministic and stochastic cycles in macroeconomic time series
Caporale, Guglielmo Maria; Gil-Alana, Luis A. - In: Empirica : journal of european economics 34 (2007) 2, pp. 155-169
Persistent link: https://www.econbiz.de/10007722378
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Long run and cyclical strong dependence in macroeconomic time series : Nelson and Plosser revisited
Gil-Alana, Luis A. - In: Empirica : journal of european economics 34 (2007) 2, pp. 139-154
Persistent link: https://www.econbiz.de/10007722379
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Long memory in the U.S. interest rate
Gil-Alana, Luis A. - In: International review of financial analysis 13 (2004) 3, pp. 265-276
Persistent link: https://www.econbiz.de/10007154052
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Testing of Unit Root Cycles in the Swedish Economy
Gil-Alana, Luis A. - In: Empirica : journal of european economics 31 (2004) 4, pp. 333-344
Persistent link: https://www.econbiz.de/10006080367
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A simple non-linear model with fractional integration for financial time series data
Gil-Alana, Luis A. - In: International review of financial analysis 17 (2008) 5, pp. 838-849
Persistent link: https://www.econbiz.de/10008899425
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A simple non-linear model with fractional integration for financial time series data
Gil-Alana, Luis A. - In: International review of financial analysis 17 (2008) 5, pp. 838-848
Persistent link: https://www.econbiz.de/10008141217