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~isPartOf:"CREATES research paper"
~person:"Santucci de Magistris, Paolo"
~subject:"ARMA model"
~subject:"Kapitaleinkommen"
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CREATES research paper
Discussion papers / University of Kent, School of Economics
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Journal of empirical finance
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When long memory meets the Kalman Filter : a comparative study
Grassi, Stefano
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Santucci de Magistris, Paolo
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2011
Persistent link: https://www.econbiz.de/10009006828
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Does the ARFIMA really shift?
Delle Monache, Davide
;
Grassi, Stefano
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Santucci de …
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2016
Persistent link: https://www.econbiz.de/10011648629
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