Long memory in economics discussion and comments
Journal de la société française de statistique (1999)
- Volume: 140, Issue: 2, page 65-70
- ISSN: 1962-5197
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topJasiak, Joann. "Long memory in economics discussion and comments." Journal de la société française de statistique 140.2 (1999): 65-70. <http://eudml.org/doc/199244>.
@article{Jasiak1999,
author = {Jasiak, Joann},
journal = {Journal de la société française de statistique},
language = {eng},
number = {2},
pages = {65-70},
publisher = {Société française de statistique},
title = {Long memory in economics discussion and comments},
url = {http://eudml.org/doc/199244},
volume = {140},
year = {1999},
}
TY - JOUR
AU - Jasiak, Joann
TI - Long memory in economics discussion and comments
JO - Journal de la société française de statistique
PY - 1999
PB - Société française de statistique
VL - 140
IS - 2
SP - 65
EP - 70
LA - eng
UR - http://eudml.org/doc/199244
ER -
References
top- [1] DlNG Z., ENGLE R. and GRANGER C. (1993) : " A Long Memory Property of Stock MarketReturns an da New Model", Journal of Empirical Finance, 1, 83-106.
- [2] GEWEKE J. and PORTER-HUDAK S. (1983) : " The Estimation and Application of Long Memory Time Series Models", Journal of Time Series Analysis, 4, 221-38. Zbl0534.62062MR738585
- [3] GOURIEROUX C. and JASIAK J. (1999) : " Memory and Infrequent Breaks", Economics Letters, forthcoming. Zbl0968.91036MR1798931
- [4] GOURIEROUX C. and JASIAK J. (1998) : " Nonlinear Autocorrelograms : An Application to Intertrade Durations", Journal of Time Series Analysis, forthcoming. Zbl1062.62177MR2041370
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