Dundee Discussion Papers in Economics 286: A test of the long memory hypothesis based on self-similarity

James Davidson, Dooruj Rambaccussing

Research output: Working paper/PreprintDiscussion paper

Original languageEnglish
PublisherUniversity of Dundee
Number of pages21
Publication statusPublished - Feb 2015

Publication series

NameDundee Discussion Papers in Economics
PublisherUniversity of Dundee
No.286
ISSN (Print)1473-236X

Keywords

  • Long memory
  • Self-similarity
  • Bootstrap

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