Long Memory Analysis: An Empirical Investigation
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More about this item
Keywordsstock market; long memory; ARFIMA; FIGARCH;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C59 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Other
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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