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Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria, (2008)
Long run and seasonal long memory effects in the S&P 500 monthly total stock market index
Gil-Alaña, Luis A., (2004)
Evidence of idiosyncratic seasonality in ETFs performance
Alves, Carlos, (2018)
Trends and cycles in macro series : The case of US real GDP
Caporale, Guglielmo Maria, (2021)
On the persistence of UK inflation : A long‐range dependence approach
Caporale, Guglielmo Maria, (2020)
Prospects for a Monetary Union in the East Africa Community : Some Empirical Evidence