Alternative frequency and time domain versions of fractional brownian motion

Econometric Theory

Volumn 24, Issue 1, 2008, Pages 256-293

  Davidson, James ^a,b   Hashimzade, Nigar ^a  

^a UNIVERSITY OF EXETER   (United Kingdom)

^b UNIVERSITY OF EXETER BUSINESS SCHOOL   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 35448997558     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S0266466608080110     Document Type: Article

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