Comment

Journal of Business and Economic Statistics

Volumn 16, Issue 3, 1998, Pages 272-

  Ho, Hwai Chung ^a   Lin, Chien Fu Jeff ^b  

^a INSTITUTE OF STATISTICAL SCIENCE   (Taiwan)

^b NATIONAL TAIWAN UNIVERSITY   (Taiwan)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85011247269     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.1998.10524763     Document Type: Article

References (5)

1. Bradley, R. C. (1986), “Basic Properties of Strong Mixing Conditions,” in Dependence in Probability and Statistics, eds. E. Eberlein and M. S. Taqqu, Boston: Birkhäuser, pp. 162-192.
2. Deo, R. S., and Hurvich, C. M. (1996), “Linear Trend With Fractionally Integrated Errors,” preprint, New York University, Dept, of Statistics and Operations Research.
3. Ho, H.-C., and Hsing, T. (1997), “Limit Theorems for Functional of Moving Averages,” The Annals of Probability, 25, 1636-1667.
4. Ho, H.-C., and Lin, C.-F. J. (1997), “On Nonlinear Structure of Stock Returns,” working paper, Academia Sinica, Institute of Statistical Science.
5. Taylor, S. J. (1986), Modeling Financial Time Series, New York: Wiley.