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subject:"Time series analysis"
~language:"fra"
~person:"Mignon, Valérie"
~subject:"World"
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Economie & prévision : EP
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Economie appliquée : archives de l'Institut de Sciences Mathématiques et Economiques Appliquées ; an international journal of economic analysis
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Méthodes d'estimation de l'exposant de Hurst : application aux rentabilités boursières
Mignon, Valérie
- In:
Economie & prévision : EP
(
1998
),
pp. 193-214
Persistent link: https://www.econbiz.de/10001255265
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Essai de mesure du "degré" de mémoire longue des séries : l'exemple de la modélisation ARFIMA
Lardic, Sandrine
- In:
Economie appliquée : archives de l'Institut de …
50
(
1997
)
2
,
pp. 161-195
Persistent link: https://www.econbiz.de/10001250288
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