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~person:"Gil-Alaña, Luis A."
~subject:"Stochastic process"
~type_genre:"Article"
~type_genre:"Graue Literatur"
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Search: ("Consumer protection" OR "EU" OR "Financial services" OR "FSAP" OR "Integration" OR "Internal market") AND NOT isPartOf:Intereconomics
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Gil-Alaña, Luis A.
Caporale, Guglielmo Maria
8
Koopman, Siem Jan
7
Gadat, Sébastien
6
Lucas, André
5
Frenk, Johannes G.
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3
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3
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2
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2
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2
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2
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ECONIS (ZBW)
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1
Exponential time trends in a fractional
integration
model
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2023
fractional
integration
model. The proposed model is based on a specific version of Robinson's (1994) tests and is more general …
Persistent link: https://www.econbiz.de/10014431268
Saved in:
2
Deterministic versus stochastic seasonal fractional
integration
and structural breaks
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428302
Saved in:
3
A joint test of fractional cyclic
integration
and a linear time trend
Gil-Alaña, Luis A.
-
2001
integration
of the cyclical component in a given time series. The test is directly derived from Robinson's (1994) procedure, which …
Persistent link: https://www.econbiz.de/10009613609
Saved in:
4
Deterministic versus stochastic seasonal fractional
integration
and structural breaks
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003497650
Saved in:
5
A joint test of fractional cyclic
integration
and a linear time trend
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001597001
Saved in:
6
Deterministic seasonality versus seasonal fractional
integration
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001550571
Saved in:
7
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
/S analysis with the Hurst exponent method and fractional
integration
) are used to analyse persistence of the VIX index over the …
Persistent link: https://www.econbiz.de/10011664417
Saved in:
8
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
/S analysis with the Hurst exponent method and fractional
integration
) are used to analyse persistence of the VIX index over the …
Persistent link: https://www.econbiz.de/10011669019
Saved in:
9
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:
10
Multi-factor Gegenbauer processes and European inflation rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2009
both the zero and the semi-annual frequencies, especially at the former. -- Fractional
integration
; long memory …
Persistent link: https://www.econbiz.de/10003832660
Saved in:
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