Time-Varying Fractionally Integrated Processes with Finite or Infinite Variance and Nonstationary Long Memory
Work
Year: 2007
Type: article
Source: Acta Applicandae Mathematicae
Institution Institute of Mathematics and Informatics
Cites: 18
Cited by: 6
Related to: 10
FWCI: 1.549
Citation percentile (by year/subfield): 68.35
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Reduced inequalities
Open Access status: closed