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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
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Document Date: 2014-05-02 11:33:45


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Company

Lj / Lehman Brothers / Russell / Diebold / /

Continent

Asia / Europe / /

Country

United States / /

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Facility

University of Alicante March / /

IndustryTerm

diĀ¤erent bank equity indices / bank / diagnostic tools / sectoral bank equity index returns / lag operator / /

NaturalFeature

t=1 mt / /

Organization

Banco de Portugal / Edition Economics and Research Department / G7 / University of Alicante / Research Department / /

Person

Nova de Lisboa / Paulo M.M. Rodrigues / Antonio Rubiac / Martin Saldias / Uwe Hassler / Berenguer-Rico / Antonio Rubia / Uwe Hasslera / Diana Bon / Paulo M.M. Rodriguesb / Katsumi Shimotsu / /

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Position

representative / general data generating process / /

Region

Southern Europe / /

Technology

Av / /

URL

www.bportugal.pt / /

SocialTag