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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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2
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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3
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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4
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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5
Using Chebyshev polynomials to approximate partial differential equations
Caporale, Guglielmo Maria
;
Cerrato, Mario
- In:
Computational economics
35
(
2010
)
3
,
pp. 235-244
Persistent link: https://www.econbiz.de/10003957719
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6
Using Chebyshev polynomials to approximate partial differential equations : a reply
Mosiño, Alejandro
- In:
Computational economics
39
(
2012
)
1
,
pp. 13-27
Persistent link: https://www.econbiz.de/10009508051
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The dynamic relationship between gas and crude oil markets and the causal impact of US shale gas
Ghosh, Sudeshna
;
Tiwari, Aviral Kumar
;
Doğan, Buhari
; …
- In:
Computational economics
63
(
2024
)
6
,
pp. 2501-2524
Persistent link: https://www.econbiz.de/10014636754
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8
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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9
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
Saved in:
10
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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