Rescaled variance and related tests for long memory in volatility and levels
Liudas Giraitis ...
| Year of publication: |
2003
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|---|---|
| Authors: | Giraitis, Liudas ; Kokoszka, Piotr ; Leipus, Remigijus ; Teyssière, Gilles |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 112.2003, 2, p. 265-294
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| Subject: | Statistischer Test | Statistical test | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Corrigendum / 126.2005,2 S.571-572 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001731317