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The top documents tagged [fractional integration]
News & Politics
Sustainable Development in Popular Newspapers: How is coverage in De Telegraaf influenced by other newspapers’ attention to sustainable development? - ARIMA modelling with (G)ARCH
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Technology
11.on structural breaks and nonstationary fractional intergration in time series
360 views
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Bootstrap
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Science
J.j. duistermaat, j.a.c kolk distributions theory and applications cornerstones 2010
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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
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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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216 views
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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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229 views
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PERSPECTIVES ON PPP AND LONG-RUN REAL EXCHANGE RATES
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Alejandro Fonseca EGADE Business School, Campus Monterrey
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Bootstrap in Finance
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