Brunel University Research Archive(BURA) preserves and enables easy and open access to all
types of digital content. It showcases Brunel's research outputs.
Research contained within BURA is open access, although some publications may be subject
to publisher imposed embargoes. All awarded PhD theses are also archived on BURA.
Search
Add filters:
Use filters to refine the search results.
Item hits:
| Issue Date | Title | Author(s) |
|---|---|---|
| 13-Mar-2024 | Long-run linkages between US stock prices and cryptocurrencies: a fractional cointegration analysis | Caporale, GM; de Dios Mazariegos, JJ; Gil-Alana, LA |
| 22-Mar-2024 | Persistence in European Stock Market Returns and Volatility | Caporale, GM; Rubio-Bezares, A; Gil-Alana, LA |
| 21-Mar-2024 | Exogenous shocks and time-varying price persistence in the EU27 | Caporale, GM; Gil-Alana, LA; Imeri, A |
| 7-Apr-2024 | Persistence in the realized betas: some evidence from the stock market | Caporale, GM; Gil-Alana, LA; Martin-Valmayor, MA |
| 2024 | Measuring persistence of the world population: a fractional integration approach | Caporale, GM; Infante, J; del Rio, M; Gil-Alana, LA |
Discover
Subject