Long-Run and Cyclical Dynamics in the US Stock Market-Reference-Cited by-同舟云学术

Long-Run and Cyclical Dynamics in the US Stock Market

Published:2013-12-28 Issue:2 Volume:33 Page:147-161
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:J. Forecast.

Author:

Caporale Guglielmo Maria¹²³,Gil-Alana Luis⁴

Affiliation:

1. Department of Economics and Finance; Brunel University; London UK

2. CESifo; Munich Germany

3. DIW; Berlin Germany

4. University of Navarra; Pamplona Spain

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modeling and Simulation

Reference45 articles.

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4. Long memory inflation uncertainty: evidence of term structure of interest rate;Backus;Journal of Money, Credit and Banking,1993

5. Analysing inflation by the fractionally integrated ARFIMA-GARCH model;Baillie;Journal of Applied Econometrics,1996

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