Work

Modeling Sequences of Long Memory Non-Negative Covariance Stationary Random Variables

Year: 2002

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.331100

Author: Dmitri Koulikov

Institution: Aarhus University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1569618047

Cites: 37

Cited by: 38

Related to: 10