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ETA terrorism : police action, political measures and the influence of violence on economic activity in the Basque country
Barros, Carlos Pestana
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003391494
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32
Fractional integration and impulse responses : a bivariate application to real output in the US and the Scandinavian countries
Caporale, Guglielmo Maria
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003391559
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33
Testing of nonstationarities in the unit circle, long memory processes and day of the week effects in financial data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Advances in quantitative analysis of finance and …
5
(
2007
),
pp. 23-50
Persistent link: https://www.econbiz.de/10003575276
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34
Identification of segments of European banks with a latent class frontier model
Barros, Carlos Pestana
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contributor
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2007
Persistent link: https://www.econbiz.de/10003599497
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35
A multivariate long-memory model with structural breaks
Caporale, Guglielmo Maria
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contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003496720
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36
Deterministic versus stochastic seasonal fractional integration and structural breaks
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003497650
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37
Long run and cyclical dynamics in the US stock market
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003499554
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38
Nonlinearities and fractional integration in the US unemployment rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Oxford bulletin of economics and statistics
69
(
2007
)
4
,
pp. 521-544
Persistent link: https://www.econbiz.de/10003506541
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39
Modelling stochastic volatility in asset returns using fractionally integrated semiparametric techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics letters
2
(
2006
)
1
,
pp. 9-12
Persistent link: https://www.econbiz.de/10003301505
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40
Real exchange rates in Latin America : the PPP hypothesis and fractional integration
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Journal of economic development
35
(
2010
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10003988042
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