A Long-Memory Model for Multiple Cycles with an Application to the US Stock Market

Detalhes bibliográficos
Autores: Caporale, Guglielmo Maria, Gil-Alana, Luis Alberiko
Formato: artículo
Fecha de publicación:2024
País:España
Recursos:Universidad Francisco de Vitoria
Repositorio:DDFV. Repositorio Institucional de la Universidad Francisco de Vitoria
Idioma:inglés
OAI Identifier:oai:ddfv.ufv.es:10641/6465
Acesso em linha:https://hdl.handle.net/10641/6465
Access Level:acceso abierto
Palavra-chave:S&P 500
fractional integration
multiple cycles
stock market indices
Computer Science (miscellaneous)
General Mathematics
Engineering (miscellaneous)
Yes
yes
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spelling A Long-Memory Model for Multiple Cycles with an Application to the US Stock MarketCaporale, Guglielmo MariaGil-Alana, Luis AlberikoS&P 500fractional integrationmultiple cyclesstock market indicesComputer Science (miscellaneous)General MathematicsEngineering (miscellaneous)YesyesFacultad de Derecho, Empresa y Gobierno20242024-11-0120242024-11-01journal articlehttp://purl.org/coar/resource_type/c_6501info:eu-repo/semantics/articleapplication/pdfhttps://hdl.handle.net/10641/6465reponame:DDFV. Repositorio Institucional de la Universidad Francisco de Vitoriainstname:Universidad Francisco de VitoriaInglésengopen accesshttp://purl.org/coar/access_right/c_abf2Attribution-NonCommercial-NoDerivatives 4.0 Internationalhttp://creativecommons.org/licenses/by-nc-nd/4.0/info:eu-repo/semantics/openAccessoai:ddfv.ufv.es:10641/64652026-06-11T12:44:57Z
dc.title.none.fl_str_mv A Long-Memory Model for Multiple Cycles with an Application to the US Stock Market
title A Long-Memory Model for Multiple Cycles with an Application to the US Stock Market
spellingShingle A Long-Memory Model for Multiple Cycles with an Application to the US Stock Market
Caporale, Guglielmo Maria
S&P 500
fractional integration
multiple cycles
stock market indices
Computer Science (miscellaneous)
General Mathematics
Engineering (miscellaneous)
Yes
yes
title_short A Long-Memory Model for Multiple Cycles with an Application to the US Stock Market
title_full A Long-Memory Model for Multiple Cycles with an Application to the US Stock Market
title_fullStr A Long-Memory Model for Multiple Cycles with an Application to the US Stock Market
title_full_unstemmed A Long-Memory Model for Multiple Cycles with an Application to the US Stock Market
title_sort A Long-Memory Model for Multiple Cycles with an Application to the US Stock Market
dc.creator.none.fl_str_mv Caporale, Guglielmo Maria
Gil-Alana, Luis Alberiko
author Caporale, Guglielmo Maria
author_facet Caporale, Guglielmo Maria
Gil-Alana, Luis Alberiko
author_role author
author2 Gil-Alana, Luis Alberiko
author2_role author
dc.contributor.none.fl_str_mv Facultad de Derecho, Empresa y Gobierno
dc.subject.none.fl_str_mv S&P 500
fractional integration
multiple cycles
stock market indices
Computer Science (miscellaneous)
General Mathematics
Engineering (miscellaneous)
Yes
yes
topic S&P 500
fractional integration
multiple cycles
stock market indices
Computer Science (miscellaneous)
General Mathematics
Engineering (miscellaneous)
Yes
yes
publishDate 2024
dc.date.none.fl_str_mv 2024
2024-11-01
2024
2024-11-01
dc.type.none.fl_str_mv journal article
http://purl.org/coar/resource_type/c_6501
dc.type.openaire.fl_str_mv info:eu-repo/semantics/article
format article
dc.identifier.none.fl_str_mv https://hdl.handle.net/10641/6465
url https://hdl.handle.net/10641/6465
dc.language.none.fl_str_mv Inglés
eng
language_invalid_str_mv Inglés
language eng
dc.rights.none.fl_str_mv open access
http://purl.org/coar/access_right/c_abf2
Attribution-NonCommercial-NoDerivatives 4.0 International
http://creativecommons.org/licenses/by-nc-nd/4.0/
dc.rights.openaire.fl_str_mv info:eu-repo/semantics/openAccess
rights_invalid_str_mv open access
http://purl.org/coar/access_right/c_abf2
Attribution-NonCommercial-NoDerivatives 4.0 International
http://creativecommons.org/licenses/by-nc-nd/4.0/
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.source.none.fl_str_mv reponame:DDFV. Repositorio Institucional de la Universidad Francisco de Vitoria
instname:Universidad Francisco de Vitoria
instname_str Universidad Francisco de Vitoria
reponame_str DDFV. Repositorio Institucional de la Universidad Francisco de Vitoria
collection DDFV. Repositorio Institucional de la Universidad Francisco de Vitoria
repository.name.fl_str_mv
repository.mail.fl_str_mv
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