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~isPartOf:"Applied financial economics letters"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Smyth, Russell"
~type_genre:"Article in journal"
~type_genre:"Survey"
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Caporale, Guglielmo Maria
Smyth, Russell
Brooks, Robert
7
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6
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5
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Applied financial economics letters
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World development : the multi-disciplinary international journal devoted to the study and promotion of world development
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ECONIS (ZBW)
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1
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
Saved in:
2
Random walk versus multiple trend breaks in stock prices : evidence from 15 European markets
Narayan, Paresh Kumar
;
Smyth, Russell
- In:
Applied financial economics letters
2
(
2006
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10003301478
Saved in:
3
Measuring half-lives : using a non-parametric bootstrap approach
Caporale, Guglielmo Maria
;
Cerrato, Mario
;
Spagnolo, Nicola
- In:
Applied financial economics letters
1
(
2005
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10002549945
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