Estimation of the ARFIMA (p, d, q) fractional differencing parameter (d) using the classical rescaled adjusted range technique
- 31 December 1999
- journal article
- Published by Elsevier in International Review of Financial Analysis
- Vol. 8 (1) , 53-65
- https://doi.org/10.1016/s1057-5219(99)00005-8
Abstract
No abstract availableKeywords
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