Luis Alberiko

A Long-Range Dependence Approach

L. Gil‐Alana, G. Caporale, Diw Berlin, 2018 .

Fractional integration and asymmetric volatility in european, asian and american bull and bear markets. Applications to high frequency stock data

O. S. Yaya, Luis Alberiko, O.I. Shittu, 2015 .

Long memory in the Ukrainian stock market DIW

Gil-Alana, Luis Alberiko, 2013 .