Fractional dynamics in Japanese financial time series

Pacific Basin Finance Journal

Volumn 6, Issue 1-2, 1998, Pages 115-124

  Barkoulas, John T ^a   Baum, Christopher F ^a  

^a BOSTON COLLEGE   (United States)

Author keywords

C22; G12; Gaussian semiparametric method; Long memory; Spectral regression; Time series

Indexed keywords

EID: 0032060281     PISSN: 0927538X     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0927-538x(97)00028-0     Document Type: Article

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