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

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Name	Dundee Discussion Papers in Economics
Publisher	University of Dundee
No.	286
ISSN (Print)	1473-236X

Keywords

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

keywords = "Long memory, Self-similarity, Bootstrap",

author = "James Davidson and Dooruj Rambaccussing",

year = "2015",

month = feb,

language = "English",

series = "Dundee Discussion Papers in Economics",

publisher = "University of Dundee",

number = "286",

type = "WorkingPaper",

institution = "University of Dundee",

}

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T2 - A test of the long memory hypothesis based on self-similarity

AU - Davidson, James

AU - Rambaccussing, Dooruj

PY - 2015/2

Y1 - 2015/2

KW - Long memory

KW - Self-similarity

KW - Bootstrap

M3 - Discussion paper

T3 - Dundee Discussion Papers in Economics

BT - Dundee Discussion Papers in Economics 286

PB - University of Dundee

ER -