Autocovariance functions of series and of their transforms
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Filip Žikeš & Jozef Baruník & Nikhil Shenai, 2017.
"Modeling and forecasting persistent financial durations,"
Taylor & Francis Journals, vol. 36(10), pages 1081-1110, November.
- Filip Zikes & Jozef Barunik & Nikhil Shenai, 2012. "Modeling and Forecasting Persistent Financial Durations," Papers 1208.3087, arXiv.org, revised Apr 2013.
- Zikes, Filip & Barunik, Jozef & Shenai, Nikhil, 2015. "Modeling and forecasting persistent financial durations," FinMaP-Working Papers 36, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Karim M. Abadir & Adriana Cornea, 2012. "Approximating Moments by Nonlinear Transformations," Working Paper series 22_12, Rimini Centre for Economic Analysis.
- Leschinski, Christian, 2017.
"On the memory of products of long range dependent time series,"
Elsevier, vol. 153(C), pages 72-76.
- Leschinski, Christian, 2016. "On the Memory of Products of Long Range Dependent Time Series," Hannover Economic Papers (HEP) dp-569, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
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