On the scaling ranges of detrended fluctuation analysis for long-memory correlated short series of data
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- Nurbanu Bursa & Hüseyin Tatlýdil, 2015. "Investigation of Credit Default Swaps using Detrended Fluctuation Analysis which is an Econophysical Technique," Eurasian Eononometrics, Statistics and Emprical Economics Journal, Eurasian Academy Of Sciences, vol. 2(2), pages 25-33, October.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-06-13 (All new papers)
- NEP-ECM-2012-06-13 (Econometrics)
- NEP-ETS-2012-06-13 (Econometric Time Series)
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