Affiliation:
1. School of Mathematics and Statistics, University of Sydney, Sydney, Australia
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Modeling and Simulation,Statistics and Probability
Reference49 articles.
1. Ferrara L, Guégan D. Fractional seasonality: models and application to economic activity in the Euro area. Proceedings of the Conference on Seasonality, Seasonal Adjustment and Their Implications for Short-Term Analysis and Forecasting; 2006. p. 137–153.
2. Generalized long memory processes, failure of cointegration tests and exchange rate dynamics
3. An Encompassing Test of Real Interest Rate Equalization*
4. Multi-Factor Gegenbauer Processes and European Inflation Rates
5. Long-Run and Cyclical Dynamics in the US Stock Market