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Long-run linkages between US stock prices and cryptocurrencies : a fractional cointegration analysis
Caporale, Guglielmo Maria; Dios Mazariegos, José Javier; … - In: Computational economics 64 (2024) 6, pp. 3543-3553
Persistent link: https://www.econbiz.de/10015144252
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Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Computational economics 51 (2018) 4, pp. 913-940
Persistent link: https://www.econbiz.de/10011972202
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Intraday anomalies and market efficiency : a trading robot analysis
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Computational economics 47 (2016) 2, pp. 275-295
Persistent link: https://www.econbiz.de/10011712348
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Searching for inefficiencies in exchange rate dynamics
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Computational economics 49 (2017) 3, pp. 405-432
Persistent link: https://www.econbiz.de/10011762118
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The Stochastic Permanent Break Model and the Fractional Integration Hypothesis
Gil-Alana, Luis A. - In: Computational economics 23 (2004) 4, pp. 315-324
Persistent link: https://www.econbiz.de/10007027882
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Structural Change and the Order of Integration in Univariate Time Series
Gil-Alana, Luis A. - In: Computational economics 23 (2004) 3, pp. 239-254
Persistent link: https://www.econbiz.de/10007028530
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Seasonal Misspecification in the Context of Fractionally Integrated Univariate Time Series
Gil-Alana, Luis A. - In: Computational economics 22 (2003) 1, pp. 65-74
Persistent link: https://www.econbiz.de/10007032521
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Semiparametric Estimation of the Fractional Differencing Parameter of Measures of the U.K. Unemployment
Gil-Alana, Luis A. - In: Computational economics 19 (2002) 3, pp. 323-340
Persistent link: https://www.econbiz.de/10007038269