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Multiple shifts and fractional integration in the US and UK unemployment rates
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Journal of economics and finance 33 (2009) 4, pp. 364-375
Persistent link: https://www.econbiz.de/10003933763
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Estimating persistence in the volatility of asset returns with signal plus noise models
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: International journal of finance & economics : IJFE 17 (2012) 1, pp. 23-30
Persistent link: https://www.econbiz.de/10009507857
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Fractional cointegration in US term spreads
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Applied economics letters 19 (2012) 4/6, pp. 431-434
Persistent link: https://www.econbiz.de/10009630703
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The weekly structure of US stock prices
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Applied financial economics 21 (2011) 22/24, pp. 1757-1764
Persistent link: https://www.econbiz.de/10009384839
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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
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Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Multinational finance journal : MF ; quarterly … 16 (2012) 1/2, pp. 105-136
Persistent link: https://www.econbiz.de/10010257552
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Persistence in youth unemployment
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: The empirical economics letters : a monthly … 12 (2013) 3, pp. 319-325
Persistent link: https://www.econbiz.de/10010257872
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Real exchange rates in Latin America : the PPP hypothesis and fractional integration
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Journal of economic development 35 (2010) 2, pp. 1-21
Persistent link: https://www.econbiz.de/10003988042
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Multi-factor Gegenbauer processes and European inflation rates
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Journal of economic integration 26 (2011) 2, pp. 386-409
Persistent link: https://www.econbiz.de/10009154740
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Long memory in US real output per capita
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 44 (2013) 2, pp. 591-611
Persistent link: https://www.econbiz.de/10009724140