Long Memory

Una nueva prueba para el parámetro de diferenciación fraccional A New Test for the Fractional Differencing Parameter

Monte Carlo Simulation / Monte Carlo / Long Memory / Normal Distribution

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Una nueva prueba para el parámetro de diferenciación fraccional

Monte Carlo Simulation / Monte Carlo / Long Memory / Normal Distribution

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Power Laws in Financial Time Series

Long Memory / Financial time series / Power Law / Fractional Brownian Motion / Spectrum / Stock Price / Conditional Heteroscedasticity / Structure Function / Stock Price / Conditional Heteroscedasticity / Structure Function

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Power Laws in Financial Time Series

Long Memory / Financial time series / Power Law / Fractional Brownian Motion / Spectrum / Stock Price / Conditional Heteroscedasticity / Structure Function / Stock Price / Conditional Heteroscedasticity / Structure Function

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Long memory in energy futures prices

Financial Economics / Applied Economics / Long Memory / High Frequency / Random Walk / Empirical evidence / Unit Root / Empirical evidence / Unit Root

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