MEASURING THE MEMORY PARAMETER ON SEVERAL TRANSFORMATIONS OF ASSET RETURNS (Q5704727): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 23:58, 5 March 2024
scientific article; zbMATH DE number 2229323
Language | Label | Description | Also known as |
---|---|---|---|
English | MEASURING THE MEMORY PARAMETER ON SEVERAL TRANSFORMATIONS OF ASSET RETURNS |
scientific article; zbMATH DE number 2229323 |
Statements
MEASURING THE MEMORY PARAMETER ON SEVERAL TRANSFORMATIONS OF ASSET RETURNS (English)
0 references
15 November 2005
0 references
asset returns
0 references
fractional integration
0 references
long memory
0 references