Fractional integration and data frequency

Journal of Statistical Computation and Simulation

Volumn 80, Issue 2, 2010, Pages 121-132

  Caporale, Guglielmo Maria ^a   Gil Alana, Luis A ^b  

^a BRUNEL UNIVERSITY   (United Kingdom)

^b UNIVERSITY OF NAVARRA   (Spain)

Author keywords

Data frequency; Fractional integration; Stock market

Indexed keywords

EID: 77649110200     PISSN: 00949655     EISSN: 15635163     Source Type: Journal    
DOI: 10.1080/00949650802527487     Document Type: Article

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