Publications in collaboration with researchers from Brunel University London (6)

2022

  1. On the persistence of UK inflation: A long-range dependence approach

    International Journal of Finance and Economics, Vol. 27, Núm. 1, pp. 439-454

2018

  1. Brexit and uncertainty in financial markets

    International Journal of Financial Studies, Vol. 6, Núm. 1

  2. The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis

    Empirical Economics, Vol. 55, Núm. 3, pp. 913-935

2013

  1. Modelling long-run trends and cycles in financial time series data

    Journal of Time Series Analysis, Vol. 34, Núm. 3, pp. 405-421

2012

  1. Deterministic versus stochastic seasonal fractional integration and structural breaks

    Statistics and Computing, Vol. 22, Núm. 2, pp. 349-358

2011

  1. Forecasting the Spanish Stock Market Returns with Fractional and Non-Fractional Models

    American Journal of Economics and Business Administration, Vol. 3, Núm. 4, pp. 586 - 588