MEASURING THE MEMORY PARAMETER ON SEVERAL TRANSFORMATIONS OF ASSET RETURNS (Q5704727)
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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 |
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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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