Browsing by Author Gil-Alana, L.A. (Luis A.)

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Issue DateTitleTypeAuthor(s)
2020Fractional Integration and the Persistence of UK Inflation, 1210–2016*ArticuloCaporale, G.M. (Guglielmo M.); Gil-Alana, L.A. (Luis A.)
5-Dec-2017Frequency and time frequency domain methods in the Oil market analysisTesisMonge, M. (Manuel)
2009Further evidence on the PPP analysis of the Australian dollar. Non-linearities, fractional integration and structural change.Documento de trabajoGil-Alana, L.A. (Luis A.); Cuestas, J. C. (Juan Carlos)
2020High and low prices and the range in the European stock markets: A long-memory approachArticuloCaporale, G.M. (Guglielmo M.); Gil-Alana, L.A. (Luis A.); Poza, C. (Carlos)
2011Housing Sales in Urban BeijingArticuloPestana-Barros, C. (Carlos); Gil-Alana, L.A. (Luis A.); Chen, Z. (Zhongfei)
2020Innovation and knowledge as drivers of the ‘great decoupling’ in China: Using long memory methodsArticuloGil-Alana, L.A. (Luis A.); Skare, M. (Marinko); Claudio-Quiroga, G. (Gloria)
2022Investigating long range dependence in temperatures in SiberiaArticuloGil-Alana, L.A. (Luis A.); Sauci, L. (L.)
2018Is market fear persistent? A long-memory analysisArticuloCaporale, G.M. (Guglielmo M.); Gil-Alana, L.A. (Luis A.); Plastun, A. (Alex)
2004Is the US fiscal deficil sustainable? A fractionally integrated and cointegrated approach.ArticuloCuñado, J. (Juncal); Gil-Alana, L.A. (Luis A.); Pérez-de-Gracia, F. (Fernando)
2019Long memory and data frequency in financial marketsArticuloCaporale, G.M. (Guglielmo M.); Gil-Alana, L.A. (Luis A.); Plastun, A. (Alex)
2011Long Memory and Fractional Integration in High-Frequency British Pound / Dollar Spot Exchange RatesArticuloCaporale, G.M. (Guglielmo M.); Gil-Alana, L.A. (Luis A.)
2011Long Memory and Volatility Dynamics in the US Dollar Exchange RateArticuloCaporale, G.M. (Guglielmo M.); Gil-Alana, L.A. (Luis A.)
2005Long Memory at the Long Run and at the Cyclical Frequencies:Modelling Real Wages in England: 1260-1994.ArticuloGil-Alana, L.A. (Luis A.); Caporale, G.M. (Guglielmo M.)
2007Long run and cyclical strong dependence in macroeconomic time series. Nelson and Plosser revisited.ArticuloGil-Alana, L.A. (Luis A.)
2019Long-term interest rates in Europe: A fractional cointegration analysisArticuloCaporale, G.M. (Guglielmo M.); Gil-Alana, L.A. (Luis A.)
2019Long-term price overreactions: are markets inefficient?ArticuloCaporale, G.M. (Guglielmo M.); Gil-Alana, L.A. (Luis A.); Plastun, A. (Alex)
2018Maximum and minimum temperatures in the United States: Time trends and persistenceArticuloGil-Alana, L.A. (Luis A.)
2010Mean reversion and long memory in African stock market prices.Documento de trabajoGil-Alana, L.A. (Luis A.); Anoruo, E. (Emmanuel)
2023Measuring Persistence in the US Equity Gender Diversity IndexArticuloInfante, J. (Juan); Río, M. (Marta) del; Gil-Alana, L.A. (Luis A.)
2022Measuring volatility persistence in leveraged loan markets in the presence of structural breaksArticuloAikins-Abakah, E.J. (Emmanuel Joel); Gil-Alana, L.A. (Luis A.); Kwesi-Arthur, E. (Emmanuel); Kumar-Tiwari, A. (Aviral)