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.
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| Issue Date | Title | Author(s) |
|---|---|---|
| 1-Sep-2020 | Persistence in the market risk premium: evidence across countries | Caporale, GM; Gil-Alana, L; Martin-Valmayor, M |
| 23-Sep-2020 | GDP per capita in Europe: time trends and persistence | Caporale, GM; Gil-Alana, LA; Monge, M |
| 18-Jun-2020 | Investors' trading behaviour and stock market volatility during crisis periods: A dual long-memory model for the Korean Stock Exchange | Caporale, GM; Karanasos, M; Yfanti, S; Kartsaklas, A |
| 4-Jan-2020 | The long memory HEAVY process: modeling and forecasting financial volatility | Karanasos, M; Yfanti, S; Christopoulos, A |