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~isPartOf:"International review of financial analysis"
~person:"Gil-Alaña, Luis A."
~person:"Glaeser, Edward L."
~person:"Stulz, René M."
~type_genre:"Aufsatz in Zeitschrift"
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Gil-Alaña, Luis A.
Glaeser, Edward L.
Stulz, René M.
Aggarwal, Raj
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Xuan Vinh Vo
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International review of financial analysis
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ECONIS (ZBW)
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Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
29
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
Saved in:
2
A simple non-linear model with fractional integration for financial time series data
Gil-Alaña, Luis A.
- In:
International review of financial analysis
17
(
2008
)
5
,
pp. 838-848
Persistent link: https://www.econbiz.de/10003792309
Saved in:
3
Long memory in the U.S. interest rate
Gil-Alaña, Luis A.
- In:
International review of financial analysis
13
(
2004
)
3
,
pp. 265-276
Persistent link: https://www.econbiz.de/10002115098
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