LONG MEMORY AND SAMPLING FREQUENCIES: EVIDENCE IN STOCK INDEX FUTURES MARKETS (Q5487842)
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scientific article; zbMATH DE number 5052920
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| default for all languages | No label defined |
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| English | LONG MEMORY AND SAMPLING FREQUENCIES: EVIDENCE IN STOCK INDEX FUTURES MARKETS |
scientific article; zbMATH DE number 5052920 |
Statements
LONG MEMORY AND SAMPLING FREQUENCIES: EVIDENCE IN STOCK INDEX FUTURES MARKETS (English)
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12 September 2006
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long memory
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detrended fluctuation analysis
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contrarian strategy
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ARFIMA \((p
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d
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q)\)
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0.7365094423294067
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0.7154095768928528
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0.7074480056762695
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0.6943377256393433
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