(Q57194492)

English

Modeling long-range cross-correlations in two-component ARFIMA and FIARCH processes

scholarly article

Statements

Modeling long-range cross-correlations in two-component ARFIMA and FIARCH processes (English)
0 references
0 references
0 references
0 references
0 references
Alfonso Lam Ng
0 references
June 2008
0 references
0 references
387
0 references
15
0 references
3954-3959
0 references

Identifiers

 
edit
    edit
      edit
        edit
          edit
            edit
              edit
                edit
                  edit