Distinguishing short and long memory volatility specifications (Q3548528)

From MaRDI portal
Revision as of 10:31, 30 July 2024 by Openalex240730090724 (talk | contribs) (Set OpenAlex properties.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Distinguishing short and long memory volatility specifications
scientific article

    Statements

    title
    Distinguishing short and long memory volatility specifications (English)
    0 references
    author
    Shiuyan Pong
    0 references
    Mark B. Shackleton
    0 references
    Stephen J. Taylor
    0 references
    publication date
    15 December 2008
    0 references
    zbMATH Keywords
    long memory
    0 references
    power
    0 references
    size
    0 references
    spectral test
    0 references
    volatility
    0 references
    cites work
    Q4865042
    0 references
    Tests for Hurst effect
    0 references
    Q3592366
    0 references
    Q5808925
    0 references

    Identifiers

    zbMATH DE Number
    5382499
    0 references
    OpenAlex ID
    W3123363587
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3548528&oldid=37091748"
    Powered by MediaWiki