Why aggregate long memory time series?
Year of publication: |
2008
|
---|---|
Authors: | Souza, Leonardo Rocha |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 27.2008, 1/3, p. 298-316
|
Subject: | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Aggregation | USA | United States | 1977-2002 |
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