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Fractional integration
spectral regression
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Bhattacharya, Mousumi
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Bhattacharya, Sharad Nath
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Long memory in return structures from developed markets.
Bhattacharya, Sharad Nath
;
Bhattacharya, Mousumi
- In:
Cuadernos de Gestión
OF
(
2013
)
13
computed Hurst-Mandelbrot's Classical R/S statistic, Lo's statistic and semi parametric GPH statistic using
spectral
regression
…
Persistent link: https://www.econbiz.de/10010604154
Saved in:
2
Long memory in return structures from developed markets.
Bhattacharya, Sharad Nath
;
Bhattacharya, Mousumi
- In:
Cuadernos de Gestión
13
(
2013
)
02
,
pp. 127-143
computed Hurst-Mandelbrot's Classical R/S statistic, Lo's statistic and semi parametric GPH statistic using
spectral
regression
…
Persistent link: https://www.econbiz.de/10010660300
Saved in:
3
Long memory in return structures from developed markets.
Bhattacharya, Sharad Nath
;
Bhattacharya, Mousumi
- In:
Cuadernos de Gestión
OF
,
13
Persistent link: https://www.econbiz.de/10010604152
Saved in:
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