Showing 1 - 10 of 162
Persistent link: https://www.econbiz.de/10003937217
Persistent link: https://www.econbiz.de/10003721400
Persistent link: https://www.econbiz.de/10002222264
Persistent link: https://www.econbiz.de/10001760325
Persistent link: https://www.econbiz.de/10001526872
Persistent link: https://www.econbiz.de/10001546324
Persistent link: https://www.econbiz.de/10001218876
Persistent link: https://www.econbiz.de/10000991943
Persistent link: https://www.econbiz.de/10011665143
Long-term memory processes have been extensively examined in recent literature as they provide simple way to test for predictabilty in the underlying process. However, most of the literature interprets the results of estimated Hurst exponent simply by its comparison to its asymptotic limit of...
Persistent link: https://www.econbiz.de/10008564633