1. Brunel University Research Archive

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Results 11-18 of 18 (Search time: 0.009 seconds).
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Issue DateTitleAuthor(s)
4-Jan-2020The long memory HEAVY process: modeling and forecasting financial volatilityKaranasos, M; Yfanti, S; Christopoulos, A
21-Jul-2023Persistence in UK historical data on life expectancyCaporale, GM; Infante, J; del Rio, M; Gil-Alana, LA
7-May-2022Persistence in ESG and conventional stock market indicesCaporale, GM; Gil-Alana, LA; Plastun, A; Makarenko, I
5-Apr-2022Inflation in the G7 countries: persistence and structural breaksCaporale, GM; Gil-Alana, LA; Poza, C
15-Jan-2024Persistence in high frequency financial data: the case of the Eurostoxx 50 futures pricesCaporale, GM; Plastun, A
28-Dec-2023Persistence in the cryptocurrency market: the impact of the Covid-19 pandemic and of the Russia-Ukraine warCaporale, GM; Imeri, A; Gil-Alana, LA
19-Feb-2024Persistence in tax revenues: evidence from some OECD countriesCaporale, GM; Garcia Tapia, S; Gil-Alana, LA
7-Apr-2024Persistence in the realized betas: some evidence from the stock marketCaporale, GM; Gil-Alana, LA; Martin-Valmayor, MA

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