![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 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](https://www.pdfsearch.io/img/f9723a00687db7fd38e88cf456ad29f7.jpg)
| Document Date: 2014-05-02 11:33:45 Open Document File Size: 893,94 KBShare Result on Facebook
Company Lj / Lehman Brothers / Russell / Diebold / / Continent Asia / Europe / / Country United States / / / 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 / / / Position representative / general data generating process / / Region Southern Europe / / Technology Av / / URL www.bportugal.pt / /
SocialTag |