Caporale, Guglielmo Maria, Cuñado, Juncal and Gil-Alana, Luis A. (2008) Modelling long-run trends and cycles in financial time series data. Centre for International Capital Markets discussion papers, 2008 (11). pp. 1-36. ISSN 1749-3412
Caporale, Guglielmo Maria, Cuñado, Juncal and Gil-Alana, Luis A. (2007) Deterministic versus stochastic seasonal fractional integration and structural breaks. Centre for International Capital Markets discussion papers, 2007 (03). pp. 1-23. ISSN 1749-3412