True Versus Spurious Long Memory: Some Theoretical Results and a Monte Carlo Comparison

Arturo Leccadito, O. Rachedi, Giovanni Urga

Research output: Indexed journal article Articlepeer-review

8 Citations (Scopus)
54 Downloads (Pure)

Fingerprint

Dive into the research topics of 'True Versus Spurious Long Memory: Some Theoretical Results and a Monte Carlo Comparison'. Together they form a unique fingerprint.

Economics, Econometrics and Finance