LONG MEMORY IN FINANCIAL TIME SERIES DATA WITH NON-GAUSSIAN DISTURBANCES (Q5696845): 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 22:55, 5 March 2024
scientific article; zbMATH DE number 2216227
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LONG MEMORY IN FINANCIAL TIME SERIES DATA WITH NON-GAUSSIAN DISTURBANCES |
scientific article; zbMATH DE number 2216227 |
Statements
LONG MEMORY IN FINANCIAL TIME SERIES DATA WITH NON-GAUSSIAN DISTURBANCES (English)
0 references
19 October 2005
0 references
fractional integration
0 references
long memory
0 references
Monte Carlo simulations
0 references
stock market
0 references
