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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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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. - 2013
Persistent link: https://www.econbiz.de/10009731952
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Persistence in the Russian stock market volatility indices
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2018
Persistent link: https://www.econbiz.de/10011995731
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Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2017
Persistent link: https://www.econbiz.de/10011893067
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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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Long memory in the Ukrainian stock market and financial crises
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2013
Persistent link: https://www.econbiz.de/10010241526
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Long memory in the Ukrainian stock market
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2013
Persistent link: https://www.econbiz.de/10009731962
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Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2017
Persistent link: https://www.econbiz.de/10011893395
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Testing the Fisher hypothesis in the G7 countries using i(d) techniques
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2017
Persistent link: https://www.econbiz.de/10011656667
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Mozambique metical exchange rate dynamics : evidence of fractional co-integration in the USA and South African rates
Barros, Carlos P.; Gil-Alaña, Luis A.; Faria, João Ricardo - In: The South African journal of economics 83 (2015) 4, pp. 569-575
Persistent link: https://www.econbiz.de/10011441920