Items where Author is "Gil-Alana, Luis A."

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Number of items: 29.

Caporale, Guglielmo Maria, Gil-Alana, Luis A., Plastun, Alex and Makarenko, Inna (2014) The weekend effect : a trading robot and fractional integration analysis. Centre for International Capital Markets discussion papers, 2014 (06). pp. 1-20. ISSN 1749-3412

Caporale, Guglielmo Maria, Gil-Alana, Luis A., Plastun, Alex and Makarenko, Inna (2014) Intraday anomalies and market efficiency : a trading robot analysis. Centre for International Capital Markets discussion papers, 2014 (09). pp. 1-22. ISSN 1749-3412

Caporale, Guglielmo Maria, Gil-Alana, Luis A., Plastun, Alex and Makarenko, Inna (2014) Long memory In the Ukrainian stock market and financial crises. Centre for International Capital Markets discussion papers, 2014 (03). pp. 1-30. ISSN 1749-3412

Caporale, Guglielmo Maria, Gil-Alana, Luis A. and Plastun, Alex (2014) Short-term price overreactions : identification, testing, exploitation. Centre for International Capital Markets discussion papers, 2014 (10). pp. 1-29. ISSN 1749-3412

Caporale, Guglielmo Maria and Gil-Alana, Luis A. (2013) Long memory and fractional integration in high frequency data on the US dollar / British pound spot exchange rate. Centre for International Capital Markets discussion papers, 2013 (05). pp. 1-30. ISSN 1749-3412

Caporale, Guglielmo Maria and Gil-Alana, Luis A. (2013) Long memory in the Ukrainian stock market. Centre for International Capital Markets discussion papers, 2013 (03). pp. 1-20. ISSN 1749-3412

Caporale, Guglielmo Maria, Gil-Alana, Luis A. and Lovcha, Yuliya (2013) The PPP hypothesis revisited : evidence using a multivariate long-memory model. Centre for International Capital Markets discussion papers, 2013 (01). pp. 1-8. ISSN 1749-3412

Caporale, Guglielmo Maria and Gil-Alana, Luis A. (2012) Persistence and cycles in the US federal funds rate. Centre for EMEA Banking, Finance and Economics Working Paper Series, 2012 (39). pp. 1-25.

Caporale, Guglielmo Maria and Gil-Alana, Luis A. (2012) Persistence and cyclical dependence in the monthly Euribor rate. Centre for EMEA Banking, Finance and Economics Working Paper Series, 2012 (33). pp. 1-24.

Barros, Carlos Pestana, Gil-Alana, Luis A. and Payne, James E. (2011) An Analysis of Oil Production by OPEC Countries: Persistence, Breaks and Outliers. Centre for EMEA Banking, Finance and Economics working paper series, 2011 (06). pp. 2-34.

Caporale, Guglielmo Maria and Gil-Alana, Luis A. (2011) Fractional Integration and Cointegration in US Financial Time Series Data. Centre for EMEA Banking, Finance and Economics Working Paper Series, 2011 (25). pp. 1-43.

Caporale, Guglielmo Maria and Gil-Alana, Luis A. (2011) Interest rate dynamics in Kenya : commercial banks' rates and the 91 day treasury bill rate. Centre for EMEA Banking, Finance and Economics Working Paper Series, 2011 (11). pp. 2-24.

Caporale, Guglielmo Maria and Gil-Alana, Luis A. (2011) Testing PPP for the South African Rand/US Dollar Real Exchange Rate at Different Data Frequencies. Centre for EMEA Banking, Finance and Economics Working Paper Series, 2011 (18). pp. 1-18.

Caporale, Guglielmo Maria and Gil-Alana, Luis A. (2011) US Disposable Personal Income and Housing Price Index: a Fractional Integration Analysis. Centre for EMEA Banking, Finance and Economics Working Paper Series, 2011 (19). pp. 1-20.

Caporale, Guglielmo Maria and Gil-Alana, Luis A. (2011) The weekly structure of US stock prices. Centre for EMEA Banking, Finance and Economics Working Paper Series, 2011 (10). pp. 2-22.

Caporale, Guglielmo Maria and Gil-Alana, Luis A. (2010) Estimating persistence in the volatility of asset returns with signal plus noise models. Centre for International Capital Markets discussion papers, 2010 (09). pp. 1-19. ISSN 1749-3412

Caporale, Guglielmo Maria and Gil-Alana, Luis A. (2010) Fractional cointegration in US term spreads. Centre for International Capital Markets discussion papers, 2010 (05). pp. 1-9. ISSN 1749-3412

Caporale, Guglielmo Maria and Gil-Alana, Luis A. (2010) Long memory and fractional integration in high frequency financial time series. Centre for International Capital Markets discussion papers, 2010 (07). pp. 1-26. ISSN 1749-3412

Caporale, Guglielmo Maria and Gil-Alana, Luis A. (2010) Long memory and volatility dynamics in the US dollar exchange rate. Centre for International Capital Markets discussion papers, 2010 (03). pp. 1-38. ISSN 1749-3412

Anoruo, Emmanuel and Gil-Alana, Luis A. (2010) Mean reversion, long memory and fractional integration in African stock market prices. Centre for EMEA Banking, Finance and Economics Working Paper Series, 2010 (02). pp. 1-22.

Caporale, Guglielmo Maria and Gil-Alana, Luis A. (2009) Long memory in US real output per capita. Centre for International Capital Markets discussion papers, 2009 (10). pp. 1-37. ISSN 1749-3412

Caporale, Guglielmo Maria and Gil-Alana, Luis A. (2009) Multi-factor Gegenbauer processes and European inflation rates. Centre for International Capital Markets discussion papers, 2009 (07). pp. 1-24. ISSN 1749-3412

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 and Gil-Alana, Luis A. (2008) Multiple cyclical fractional structures in financial time series. Centre for International Capital Markets discussion papers, 2008 (04). pp. 1-9. ISSN 1749-3412

Caporale, Guglielmo Maria and Gil-Alana, Luis A. (2008) Persistence in US interest rates : is it stable over time? Centre for International Capital Markets discussion papers, 2008 (12). pp. 1-18. ISSN 1749-3412

Caporale, Guglielmo Maria and Gil-Alana, Luis A. (2008) Real exchange rates in Latin America : the PPP hypothesis and fractional integration. Centre for International Capital Markets discussion papers, 2008 (17). pp. 1-33. 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

Barros, Carlos Pestana, Caporale, Guglielmo Maria and Gil-Alana, Luis A. (2007) Identification of segments of European banks with a latent class frontier model. Centre for International Capital Markets discussion papers, 2007 (12). pp. 1-22. ISSN 1749-3412

Caporale, Guglielmo Maria and Gil-Alana, Luis A. (2007) Long-range forecasting of the S&P stock market index using fractional integration techniques. Centre for International Capital Markets discussion papers, 2007 (04). pp. 1-16. ISSN 1749-3412

This list was generated on Thu Jul 18 23:00:13 2019 UTC.