Long-term memory and applying the multi-factor ARFIMA models in financial markets (Q1421699)
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scientific article; zbMATH DE number 2037000
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long-term memory and applying the multi-factor ARFIMA models in financial markets |
scientific article; zbMATH DE number 2037000 |
Statements
Long-term memory and applying the multi-factor ARFIMA models in financial markets (English)
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3 February 2004
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fractional differencing
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long-range dependence
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R/S analysis
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0.8893083
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0.88298666
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0.8717888
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0.8693049
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0.8691784
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