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Issue Date | Title | Author(s) |
---|---|---|
23-Feb-2018 | Is market fear persistent? A long-memory analysis | Caporale, GM; Gil-Alana, L; Plastun, A |
2017 | Persistence and cycles in the US Federal Funds rate | Caporale, GM; Gil-Alana, LA |
30-Jun-2019 | Volatility Persistence In The Russian Stock Market | Caporale, GM; Gil-Alana, LA; Tripathy, T |
3-Apr-2019 | Long memory and data frequency in financial markets | Caporale, GM; Gil-Alana, L; Plastun, A |
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