One-way analysis of variance with long memory errors and its application to stock return data
Author:
Publisher
Wiley
Subject
Management Science and Operations Research,General Business, Management and Accounting,Modeling and Simulation
Reference25 articles.
1. Fractional differencing
2. Forecasts of Future Prices, Unbiased Markets, and "Martingale" Models
3. Long-term dependence in common stock returns
4. Stock market prices and long-range dependence
5. Fractionally integrated generalized autoregressive conditional heteroskedasticity
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1. Prediction of early postoperative desaturation in extreme older patients after spinal anesthesia for femur fracture surgery: a retrospective analysis;Korean Journal of Anesthesiology;2019-12-01
2. Inducing normality from non-Gaussian long memory time series and its application to stock return data;Applied Stochastic Models in Business and Industry;2009-05-21
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