Rescaled variance and related tests for long memory in volatility and levels
From MaRDI portal
Publication:1868970
DOI10.1016/S0304-4076(02)00197-5zbMath1027.62064WikidataQ105583351 ScholiaQ105583351MaRDI QIDQ1868970
Could not fetch data.
Publication date: 9 April 2003
Published in: (Search for Journal in Brave)
Could not fetch data.
Could not fetch data.