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~person:"Kapetanios, George"
~person:"Sibbertsen, Philipp"
~type_genre:"Forschungsbericht"
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Distinguishing between long-range dependence and deterministic trends
Sibbertsen, Philipp
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Venetis, Ioannis
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2003
Persistent link: https://www.econbiz.de/10001813104
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Log-periodogram estimation of the memory parameter of a long-memory process under trend
Sibbertsen, Philipp
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2001
Persistent link: https://www.econbiz.de/10001675713
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Long-memory in volatilities of German stock returns
Sibbertsen, Philipp
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2001
Persistent link: https://www.econbiz.de/10001675715
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