Estimation of the ARFIMA (p, d, q) fractional differencing parameter (d) using the classical rescaled adjusted range technique
| Year of publication: |
1999
|
|---|---|
| Authors: | Ellis, Craig |
| Published in: |
International Review of Financial Analysis. - Elsevier, ISSN 1057-5219. - Vol. 8.1999, 1, p. 53-65
|
| Publisher: |
Elsevier |