The purpose of this book is to establish a connection between the traditional field of empirical economic research and the emerging area of empirical financial research and to build a bridge between theoretical developments in these areas and their application in practice.
The purpose of this book is to establish a connection between the traditional field of empirical economic research and the emerging area of empirical ...
This detailed review of long memory processes includes a thorough discussion of mathematical and probabilistic foundations and statistical methods, emphasizing their practical motivation and mathematical justification. Includes proofs and data examples.
This detailed review of long memory processes includes a thorough discussion of mathematical and probabilistic foundations and statistical methods, em...
