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long memory
23
Zeitreihenanalyse
17
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15
fractional integration
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10
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8
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Gil-Alaña, Luis A.
26
Caporale, Guglielmo Maria
16
Nielsen, Morten Ørregaard
9
Plastun, Alex
4
Frederiksen, Per
3
Christensen, Bent Jesper
2
Lovcha, Yuliya
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2
Shimotsu, Katsumi
2
Teyssière, Gilles
2
Zhu, Jie
2
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1
Candelon, Bertrand
1
Carcel, Hector
1
Giraitis, Liudas
1
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1
Henry, Brian
1
Houmann Frederiksen, Per
1
Johansen, Søren
1
Kokoszka, Piotr
1
Leipus, Remigijus
1
Makarenko, Inna
1
Tripathy, Trilochan
1
Ørregaard Nielsen, Morten
1
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Economics and finance working paper series
Queen's Economics Department Working Paper
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Hannover Economic Papers (HEP)
35
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31
MPRA Paper
31
CREATES Research Papers
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CESifo working papers
25
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Economics Bulletin
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
9
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EconStor
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1
Persistence in the Russian stock market volatility indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
Persistent link: https://www.econbiz.de/10011995731
Saved in:
2
UK overseas visitors : seasonality and persistence
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2018
Persistent link: https://www.econbiz.de/10011995763
Saved in:
3
Is market fear persistent? : a
long-memory
analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
Persistent link: https://www.econbiz.de/10011893067
Saved in:
4
Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2017
Persistent link: https://www.econbiz.de/10011893395
Saved in:
5
Persistence in the cryptocurrency market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
Persistent link: https://www.econbiz.de/10011893899
Saved in:
6
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2017
Persistent link: https://www.econbiz.de/10011631069
Saved in:
7
Long
memory
and data frequency in financial markets
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
Persistent link: https://www.econbiz.de/10011656648
Saved in:
8
Testing the Fisher hypothesis in the G7 countries using i(d) techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2017
Persistent link: https://www.econbiz.de/10011656667
Saved in:
9
The Kenyan stock market : inefficiency,
long
memory
, persistence and anomalities in the NSE-20
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
-
2015
Persistent link: https://www.econbiz.de/10010527181
Saved in:
10
Long
memory
in UK real GDP, 1851 - 2013 : an ARFIMA-FIGARCH analysis
Caporale, Guglielmo Maria
;
Škare, Marinko
-
2014
Persistent link: https://www.econbiz.de/10010402692
Saved in:
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