Title

Testing for Long-Range Dependence in Financial Time Series

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2019

Issue

No 2

Authors

Mangat, Manveer Kaur ; Reschenhofer, Erhard

Keywords

long-range dependence ; fractionally integrated process ; frequencydomain test ; Kolmogorov-Smirnov goodness-of-fit-test

Divisions of PAS

Nauki Humanistyczne i Społeczne

Coverage

93-106

Publisher

Oddział PAN w Łodzi

Date

30.06.2019

Type

Artykuły / Articles

Identifier

DOI: 10.24425/cejeme.2019.129773 ; ISSN - 2080-0886, ISSN online - 2080-119X

Source

Central European Journal of Economic Modelling and Econometrics; 2019; No 2; 93-106