Rescaled variance and related tests for long memory in volatility and levels

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)

zbMATH Keywords

Could not fetch data.

Mathematics Subject Classification ID

Could not fetch data.