Add to ORKGThe annual structure of the Spanish real GDP is investigated in this article by means of fractional integration techniques. The results show that the series can be specified in terms of an I(d) process with d smaller than one and thus showing long memory and mean-reverting behaviour.fractional integration
This thesis concentrates on testing fractional (and seasonally fractional) integration and cointegra...
We analyse in this article the monthly structure of the Brazilian inflation rate by means of fractio...
This paper introduces a multivariate long-memory model with structural breaks. In the proposed frame...
The annual structure of the Spanish real GDP is investigated in this article by means of fractional ...
The annual structure of the real GDP in the UK, France, Germany and Italy is examined in this articl...
The daily structure of the US Treasury Constant Maturity Rates is investigated in this paper by mean...
In this article we model the log of the U.S. and the U.K. real oil prices in terms of fractionally i...
Three stock market indices (the Nikkei 225, the Standard and Poor’s 500 and the Dow Jones EURO STOXX...
We show in this article that fractionally integrated univariate models for gdp lead to a better repl...
In this article we test the random walk hypothesis in the Spanish daily stock market prices by means...
This paper analyses the long-memory properties of high frequency financial time series. It focuses o...
We show in this article that fractionally integrated univariate models for GDP may lead to a better ...
This paper examines several US monthly financial time series data using fractional integration and ...
Certain “spurious long memory” processes mimic the behavior of fractional integration in that the va...
This paper examines several US monthly financial time series data using fractional integration and c...
This thesis concentrates on testing fractional (and seasonally fractional) integration and cointegra...
We analyse in this article the monthly structure of the Brazilian inflation rate by means of fractio...
This paper introduces a multivariate long-memory model with structural breaks. In the proposed frame...
The annual structure of the Spanish real GDP is investigated in this article by means of fractional ...
The annual structure of the real GDP in the UK, France, Germany and Italy is examined in this articl...
The daily structure of the US Treasury Constant Maturity Rates is investigated in this paper by mean...
In this article we model the log of the U.S. and the U.K. real oil prices in terms of fractionally i...
Three stock market indices (the Nikkei 225, the Standard and Poor’s 500 and the Dow Jones EURO STOXX...
We show in this article that fractionally integrated univariate models for gdp lead to a better repl...
In this article we test the random walk hypothesis in the Spanish daily stock market prices by means...
This paper analyses the long-memory properties of high frequency financial time series. It focuses o...
We show in this article that fractionally integrated univariate models for GDP may lead to a better ...
This paper examines several US monthly financial time series data using fractional integration and ...
Certain “spurious long memory” processes mimic the behavior of fractional integration in that the va...
This paper examines several US monthly financial time series data using fractional integration and c...
This thesis concentrates on testing fractional (and seasonally fractional) integration and cointegra...
We analyse in this article the monthly structure of the Brazilian inflation rate by means of fractio...
This paper introduces a multivariate long-memory model with structural breaks. In the proposed frame...