Intermittency, Long-Memory and Financial Returns

Raj Bhansali (), Mark P. Holland () and Piotr S. Kokoszka ()
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Raj Bhansali: The University of Liverpool
Mark P. Holland: University of Surrey
Piotr S. Kokoszka: Utah State University

A chapter in Long Memory in Economics, 2007, pp 39-68 from Springer

Keywords: Partial Correlation; Estimate Kernel Density; Tail Index; Numerical Magnitude; Invariant Density (search for similar items in EconPapers)
Date: 2007
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DOI: 10.1007/978-3-540-34625-8_2

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