Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks

Forecasting the Probability of Recessions in South Africa : the Role of Decomposed Term Spread and Economic Policy Uncertainty

Aye, Goodness C., (2018)

Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data

Gil-Alaña, Luis A., (2018)

The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States : A Fractional Integration and Cointegration Analysis

Caporale, Guglielmo Maria, (2015)