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Long run and cyclical dynamics in the US stock market
Caporale, Guglielmo Maria (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003116139
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Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2010
Persistent link: https://www.econbiz.de/10003963286
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Fractional cointegration in US term spreads
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2010
Persistent link: https://www.econbiz.de/10003963290
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Estimating persistence in the volatility of asset returns with signal plus noise models
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2010
Persistent link: https://www.econbiz.de/10003963304
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US disposable personal income and housing price index : a fractional integration analysis
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2010
Persistent link: https://www.econbiz.de/10008662898
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Long memory and fractional integration in high frequency financial time series
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2010
Persistent link: https://www.econbiz.de/10003979849
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Testing PPP for the South African rand/US dollar exchange rate at different frequencies
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2010
Persistent link: https://www.econbiz.de/10003979854
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Infant mortality rates : time trends and fractional integration
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2011
Persistent link: https://www.econbiz.de/10009231342
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Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2011
Persistent link: https://www.econbiz.de/10009231360
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Long memory in German energy price indices
Barros, Carlos Pestana; Caporale, Guglielmo Maria; … - 2012
Persistent link: https://www.econbiz.de/10009489043