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The top documents tagged [fractional integration]
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fractional integration
Sustainable Development in Popular Newspapers: How is coverage in De Telegraaf influenced by other newspapers’ attention to sustainable development? - ARIMA modelling with (G)ARCH
934 views
11.on structural breaks and nonstationary fractional intergration in time series
353 views
Bootstrap
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J.j. duistermaat, j.a.c kolk distributions theory and applications cornerstones 2010
61 views
Bootstrap in Finance Esther Ruiz and Maria Rosa Nieto (A. Rodríguez, J. Romo and L. Pascual) Department of Statistics UNIVERSIDAD CARLOS III DE MADRID.
214 views
Detection and Estimation of long memory in the Exchange rate volatility of the peso-dolar Alejandro Fonseca EGADE Business School, Campus Monterrey
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212 views
PERSPECTIVES ON PPP AND LONG-RUN REAL EXCHANGE RATES
28 views
Alejandro Fonseca EGADE Business School, Campus Monterrey
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66 views
Bootstrap in Finance
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Fractional Dynamics of Open Quantum Systems QFTHEP 2010 Vasily E. Tarasov Skobeltsyn Institute of Nuclear Physics, Moscow State University, Moscow
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218 views