Continuous-Time Stochastic Processes with Cyclical Long-Range Dependence
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- Guglielmo Maria Caporale & Juncal Cuñado & Luis A. Gil-Alana, 2013.
"Modelling long-run trends and cycles in financial time series data,"
Journal of Time Series Analysis,
Wiley Blackwell, vol. 34(3), pages 405-421, May.
- Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana, 2008. "Modelling Long-Run Trends and Cycles in Financial Time Series Data," CESifo Working Paper Series 2330, CESifo Group Munich.
- Luis A. Gil-Alana & Juncal CuÃ±ado & Guglielmo Maria Caporale, 2012. "Modelling Long Run Trends and Cycles in Financial Time Series Data," Faculty Working Papers 13/12, School of Economics and Business Administration, University of Navarra.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2017.
"Persistence and cycles in the us federal funds rate,"
International Review of Financial Analysis,
Elsevier, vol. 52(C), pages 1-8.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012. "Persistence and Cycles in the US Federal Funds Rate," Discussion Papers of DIW Berlin 1255, DIW Berlin, German Institute for Economic Research.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012. "Persistence and Cycles in the US Federal Funds Rate," CESifo Working Paper Series 4035, CESifo Group Munich.
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