Long-range dependence of time series for MSFT data of the prices of shares and returns
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Publication:3440812
DOI10.1515/156939706779801714zbMath1117.62097OpenAlexW4243005123MaRDI QIDQ3440812
A. G. Zrazhevsky, Mikhail P. Moklyachuk
Publication date: 29 May 2007
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/156939706779801714
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Non-Markovian processes: estimation (62M09)
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