True or Spurious Long Memory? A New Test
| Year of publication: |
2008
|
|---|---|
| Authors: | Ohanissian, Arek ; Russell, Jeffrey R. ; Tsay, Ruey S. |
| Published in: |
Journal of Business & Economic Statistics. - American Statistical Association. - Vol. 26.2008, April, p. 161-175
|
| Publisher: |
American Statistical Association |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005170870