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Microeconomic models for long memory in the volatility of financial time series
KIRMAN, Alan; TEYSSIÈRE, Gilles - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010695041
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On the power of R/S-type tests under contiguous and semi-long memory alternatives
GIRAITIS, Liudas; KOKOSZKA, Piotr; LEIPUS, Remigijus; … - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010695221
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Rescaled variance and related tests for long memory in volatility and levels
GIRAITIS, Liudas; KOKOSZKA, Piotr; LEIPUS, Remigijus; … - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010695570
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On the power of R/S-type tests under contiguous and semi-long memory alternatives
GIRAITIS, Liudas; KOKOSZKA, Piotr; LEIPUS, Remigijus; … - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010926655
Cover Image
Rescaled variance and related tests for long memory in volatility and levels
GIRAITIS, Liudas; KOKOSZKA, Piotr; LEIPUS, Remigijus; … - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010926657
Cover Image
Microeconomic models for long memory in the volatility of financial time series
KIRMAN, Alan; TEYSSIÈRE, Gilles - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010927552