LONG MEMORY IN FINANCIAL TIME SERIES DATA WITH NON-GAUSSIAN DISTURBANCES (Q5696845): Difference between revisions

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Revision as of 16:46, 10 June 2024

scientific article; zbMATH DE number 2216227
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English
LONG MEMORY IN FINANCIAL TIME SERIES DATA WITH NON-GAUSSIAN DISTURBANCES
scientific article; zbMATH DE number 2216227

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    LONG MEMORY IN FINANCIAL TIME SERIES DATA WITH NON-GAUSSIAN DISTURBANCES (English)
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    19 October 2005
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    fractional integration
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    long memory
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    Monte Carlo simulations
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    stock market
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