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person:"Rudebusch, Glenn D."
subject:"USA"
~isPartOf:"Economics and finance working paper series"
~person:"Auerbach, Alan J."
~person:"Gil-Alaña, Luis A."
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Rudebusch, Glenn D.
Auerbach, Alan J.
Gil-Alaña, Luis A.
Caporale, Guglielmo Maria
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Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria
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contributor
); …
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2008
Persistent link: https://www.econbiz.de/10003641950
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2
Modelling long-run trends and cycles in financial time series data
Caporale, Guglielmo Maria
(
contributor
); …
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2008
Persistent link: https://www.econbiz.de/10003739803
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3
A multivariate long-memory model with structural breaks
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428263
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4
Mean reversion in the Nikkei, Standard & Poor and Dow Jones stock market indices
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428295
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5
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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6
Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates
Caporale, Guglielmo Maria
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003391466
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