Details

Title

Testing for Long-Range Dependence in Financial Time Series

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2019

Numer

No 2

Authors

Keywords

long-range dependence; fractionally integrated process; frequency domain test; Kolmogorov-Smirnov goodness-of-fit-test.

Divisions of PAS

Nauki Humanistyczne i Społeczne

Publisher

Oddział PAN w Łodzi

Identifier

ISSN - 2080-0886, ISSN online - 2080-119X

DOI

10.24425/cejeme.2019.129773

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