Browsing All of EconStor by Author Gil-Alana, Luis A.


Showing results 21 to 40 of 70
< previous   next >
Year of PublicationTitleAuthor(s)
2011Persistence and cyclical dependence in the monthly euribor rateCaporale, Guglielmo Maria; Gil-Alana, Luis A.
2011Persistence and cyclical dependence in the monthly Euribor rateCaporale, Guglielmo Maria; Gil-Alana, Luis A.
2011Fractional integration and cointegration in US financial time series dataCaporale, Guglielmo Maria; Gil-Alana, Luis A.
2011Fractional integration and cointegration in US financial time series dataCaporale, Guglielmo Maria; Gil-Alana, Luis A.
2012Persistence and cycles in the US federal funds rateCaporale, Guglielmo Maria; Gil-Alana, Luis A.
2012Long memory in German energy price indicesBarros, Carlos Pestana; Caporale, Guglielmo Maria; Gil-Alana, Luis A.
2012Persistence and cycles in US hours workedCaporale, Guglielmo Maria; Gil-Alana, Luis A.
2012Testing the Marshall-Lerner condition in KenyaCaporale, Guglielmo Maria; Gil-Alana, Luis A.; Mudida, Robert
2012Persistence in youth unemploymentCaporale, Guglielmo Maria; Gil-Alana, Luis A.
2012Persistence and cycles in US hours workedCaporale, Guglielmo Maria; Gil-Alana, Luis A.
2012Long memory in German energy price indicesBarros, Carlos P.; Caporale, Guglielmo Maria; Gil-Alana, Luis A.
2012Persistence in youth unemploymentCaporale, Guglielmo Maria; Gil-Alana, Luis A.
2012Persistence and cycles in the US Federal Funds rateCaporale, Guglielmo Maria; Gil-Alana, Luis A.
2013The PPP hypothesis revisited: Evidence using a multivariate long-memory modelCaporale, Guglielmo Maria; Gil-Alana, Luis A.; Lovcha, Yuliya
2013Long memory and fractional integration in high frequency data on the US Dollar / British Pound spot exchange rateCaporale, Guglielmo Maria; Gil-Alana, Luis A.
2013Long Memory and Fractional Integration in High Frequency Data on the US DollarCaporale, Guglielmo Maria; Gil-Alana, Luis A.
2014The Weekend Effect: A Trading Robot and Fractional Integration AnalysisCaporale, Guglielmo Maria; Gil-Alana, Luis A.; Plastun, Alex; Makarenko, Inna
2014Intraday Anomalies and Market Efficiency: A Trading Robot AnalysisCaporale, Guglielmo Maria; Gil-Alana, Luis A.; Plastun, Alex; Makarenko, Inna
2014Testing Unemployment Theories: A Multivariate Long Memory ApproachCaporale, Guglielmo Maria; Gil-Alana, Luis A.; Lovcha, Yuliya
2014Short-Term Price Overreactions: Identification, Testing, ExploitationCaporale, Guglielmo Maria; Gil-Alana, Luis A.; Plastun, Alex