Zobrazeno 1 - 1
of 1
pro vyhledávání: '"R/S long memory test"'
Autor:
Chang, Yen-Hsiang
In this thesis, we study the unit root tests which includes the ADF, PP and KPSS tests, the long memory tests such as the R/S and GPH tests, and the applications of these methods in high frequency financial data analysis. The software SPLUS was adopt
