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Long memory and changing persistence
Kruse, Robinson; Sibbertsen, Philipp - In: Economics letters 114 (2012) 3, pp. 268-272
Persistent link: https://www.econbiz.de/10009550790
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A modified test against spurious long memory
Kruse, Robinson - In: Economics letters 135 (2015), pp. 34-38
Persistent link: https://www.econbiz.de/10011434828
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Fractional integration analysis of long-run behavior for US macroeconomic time series
Crato, Nuno - In: Economics letters 45 (1994) 3, pp. 287-291
Persistent link: https://www.econbiz.de/10001165789
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Long-range dependence in the conditional variance of stock returns
Crato, Nuno - In: Economics letters 45 (1994) 3, pp. 281-285
Persistent link: https://www.econbiz.de/10001165790