Long memory and data frequency in financial markets (Q5107421)
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scientific article; zbMATH DE number 7193809
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long memory and data frequency in financial markets |
scientific article; zbMATH DE number 7193809 |
Statements
Long memory and data frequency in financial markets (English)
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27 April 2020
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persistence
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long memory
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R/S analysis
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fractional integration
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