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.
Results 1-5 of 5 (Search time: 0.003 seconds).
- previous
- 1
- next
Item hits:
| Issue Date | Title | Author(s) |
|---|---|---|
| 2018 | The PPP Hypothesis Revisited: Evidence using a Multivariate Long-Memory Model | Caporale, GM; Gil-Alana, L; Lovcha, Y |
| 23-Feb-2018 | Is market fear persistent? A long-memory analysis | Caporale, GM; Gil-Alana, L; Plastun, A |
| 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 |
| 16-Jul-2019 | Testing the Fisher hypothesis in the G-7 countries using I(d) techniques | Caporale, GM; Gil-Alana, L |
Discover
Subject