Estimation of the ARFIMA (p, d, q) fractional differencing parameter (d) using the classical rescaled adjusted range technique

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	International review of financial analysis
1. Verfasser:	Ellis, Craig (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	1999
Schlagworte:	Theorie > ARMA-Modell > Aufsatz in Zeitschrift
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Titel	Jahr	Band
Special issue: Complexity and non-linerarities in financial markets : perspectives from econophysics	2012	23.2012
Special issue: Hedging, speculating and risk diversification in international markets/ guest ed.: Lloyd P. Blenman	2008	17.2008,4
Special issue on privatization	2007	16.2007,4
Special issue: Credit ; aspects of credit risk	2007	16.2007,5
Special issue: Asian market microstructure	2006	15.2006,4/5
Special issue: Quantitative issues in finance	2005	14.2005,2
Special issue: International financial crisis : contagion, risk, premia and equity market impact ; [a selection of papers presented at the 2003 Midwest Finance Association meeting in the Symposium on International Financial Crises, St. Louis 2003]	2004	13.2004,4
Special issue: the papers in this special issue have been selected from the Symposium on International Equity Market Integration, held in the Institute for International Integration Studies at Trinity College Dublin on 9th June 2003	2004	13.2004,5
Special issue: Alternative perspectives in finance	2003	12.2003,4
Special issue: credit derivatives	2002	11.2002,3
Special issue: credit derivatives	2002	11.2002,2
Special issue on Latin American financial markets	2001	10.2001,3
Special issue on Latin American financial markets	2001	10.2001,2
Special issue on international mergers and acquisitions	2000	9.2000,1
Special issue on international mergers and acquisitions	2000	9.2000,2