Weak identification of long memory with implications for inference
Jia Li, Peter C. B. Phillips, Shuping Shi, Jun Yu
| Year of publication: |
Jun 2022
|
|---|---|
| Authors: | Li, Jia ; Phillips, Peter C. B. ; Shi, Shuping ; Yu, Jun |
| Publisher: |
Singapore : Singapore Management University |
| Subject: | Realized volatility | Weak identification | Disjoint confidence sets | Trading volume | Long memory | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Induktive Statistik | Statistical inference | Handelsvolumen der Börse | Schätztheorie | Estimation theory | Statistischer Test | Statistical test |
freely available
| Extent: | 1 Online-Ressource (circa 50 Seiten) Illustrationen |
|---|---|
| Series: | Working paper. - [Singapore] : School of Economics, ZDB-ID 3110021-1. - Vol. paper no. 2022, 08 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013542193