Behaviour of skewness, kurtosis and normality tests in long memory data
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Bibliographic InfoArticle provided by Springer in its journal Statistical Methods and Applications.
Volume (Year): 19 (2010)
Issue (Month): 2 (June)
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Web page: http://link.springer.de/link/service/journals/10260/index.htm
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- Breidt, F. Jay & Crato, Nuno & de Lima, Pedro, 1998. "The detection and estimation of long memory in stochastic volatility," Journal of Econometrics, Elsevier, vol. 83(1-2), pages 325-348.
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