Time-varying Variance Scaling: Application of the...

The North American Journal of Economics and Finance 2019 / 01 Vol. 47

Time-varying Variance Scaling: Application of the Fractionally Integrated ARMA Model

Chen, An-Sing, Chang, Hung-Chou, Cheng, Lee-Young
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Volume:
47
Language:
english
Journal:
The North American Journal of Economics and Finance
DOI:
10.1016/j.najef.2018.11.007
Date:
January, 2019
File:
PDF, 1.21 MB
english, 2019
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