The performance of the gph estimator of the fractional...

Review of Quantitative Finance and Accounting 1992 / 12 Vol. 2; Iss. 4

The performance of the gph estimator of the fractional difference parameter: Simulation results

Seungmook Choi, Mark E. Wohar
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Volume:
2
Language:
english
Pages:
9
DOI:
10.1007/bf00939020
Date:
December, 1992
File:
PDF, 553 KB
english, 1992
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