Persistence in the Banking Industry: Fractional integration and breaks in memory Working Papers 2014 Uwe Hassler | Paulo M.M. Rodrigues | Antonio Rubia - Hassler - Document - PDFSEARCH.IO

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Date: 2014-05-02 11:33:45 Mathematical finance Fractional calculus Econometrics Statistical dependence Autoregressive conditional heteroskedasticity Long-range dependency Volatility Autoregressive integrated moving average Differintegral Statistics Mathematical analysis Time series analysis		Persistence in the Banking Industry: Fractional integration and breaks in memory Working Papers 2014 Uwe Hassler \| Paulo M.M. Rodrigues \| Antonio Rubia Add to Reading List Source URL: www.bportugal.pt Download Document from Source Website File Size: 893,94 KB Share Document on Facebook

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