Tsay, Wen-jen (contributor); Härdle, Wolfgang (contributor) - 2007
Berlin, Germany
This research was supported by the Deutsche
Forschungsgemeinschaft through the SFB 649 "Economic Risk … was supported by the Deutsche Forschungsgemeinschaft through the SFB 649 ‘Economic
Risk’. Correspondence to Wen-Jen Tsay … Annals of Statistics, 34, 1140-1165.
Bhattacharya, R.N., Gupta, V.K. and Waymire, E. (1983), “The Hurst Effect under Trends …