MEASURING THE MEMORY PARAMETER ON SEVERAL TRANSFORMATIONS OF ASSET RETURNS (Q5704727): Difference between revisions

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Latest revision as of 11:03, 30 July 2024

scientific article; zbMATH DE number 2229323
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English
MEASURING THE MEMORY PARAMETER ON SEVERAL TRANSFORMATIONS OF ASSET RETURNS
scientific article; zbMATH DE number 2229323

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    MEASURING THE MEMORY PARAMETER ON SEVERAL TRANSFORMATIONS OF ASSET RETURNS (English)
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    15 November 2005
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    asset returns
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    fractional integration
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    long memory
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