Long memory and data frequency in financial markets

DOI10.1080/00949655.2019.1599377OpenAlexW2605003470WikidataQ128122135 ScholiaQ128122135MaRDI QIDQ5107421

Luis A. Gil-Alana, Alex Plastun, Guglielmo Maria Caporale

Publication date: 27 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2019.1599377

zbMATH Keywords

persistencefractional integrationlong memoryR/S analysis

Mathematics Subject Classification ID

Statistics (62-XX)

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