Long-term memory and applying the multi-factor ARFIMA models in financial markets (Q1421699)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Long-term memory and applying the multi-factor ARFIMA models in financial markets |
scientific article |
Statements
Long-term memory and applying the multi-factor ARFIMA models in financial markets (English)
0 references
3 February 2004
0 references
fractional differencing
0 references
long-range dependence
0 references
R/S analysis
0 references