Long memory in financial time series data with non-Gaussian disturbances
Year of publication: |
2003
|
---|---|
Authors: | Gil-Alaña, Luis A. |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 6.2003, 2, p. 119-134
|
Subject: | Zeitreihenanalyse | Time series analysis | Aktienmarkt | Stock market | Aktienindex | Stock index | ARMA-Modell | ARMA model |
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