About: Rescaled variance and related tests for long memory in volatility and levels

Facets (new session)
Description
Metadata
Settings
- owl:sameAs
- Inference Rule:

About: Rescaled variance and related tests for long memory in volatility and levels Goto Sponge NotDistinct Permalink

An Entity of Type : wikibase:Item, within Data Space : wikidata.demo.openlinksw.com associated with source document(s)

scholarly article from 'Journal of Econometrics' published in 2003

Attributes	Values
rdf:type	Item
description	article científic (ca) article scientific (oc) articol științific (ro) articolo scientifico (it) artigo científico (gl) artikull shkencor (sq) artikulong pang-agham (tl) artykuł naukowy (pl) artículu científicu (ast) bilimsel makale (tr) scienca artikolo (eo) teaduslik artikkel (et) tieteellinen artikkeli (fi) tudományos cikk (hu) vedecký článok (sk) vetenskaplig artikel (sv) vitenskapelig artikkel (nb) vitskapeleg artikkel (nn) vědecký článek (cs) wetenschappelijk artikel (nl) επιστημονικό άρθρο (el) научна статия (bg) научная статья (ru) научни чланак (sr) מאמר מדעי (he) სამეცნიერო სტატია (ka) บทความทางวิทยาศาสตร์ (th) artikel ilmiah (id) bài báo khoa học (vi) naučni članak (sr-el) мақолаи илмӣ (tg-cyrl) научни чланак (sr-ec) 2003 nî lūn-bûn (nan) 2003年の論文 (ja) 2003년 논문 (ko) 2003年学术文章 (zh-cn) 2003年学术文章 (zh-sg) 2003年学术文章 (zh-hans) 2003年学术文章 (wuu) 2003年学术文章 (zh-my) 2003年學術文章 (zh-hk) 2003年學術文章 (zh-tw) 2003年學術文章 (zh-hant) 2003年學術文章 (yue) 2003年學術文章 (zh-mo) наукова стаття, опублікована в лютому 2003 (uk) مقالة علمية نشرت في فبراير 2003 (ar) 2003年学术文章 (zh) scientific article published in February 2003 (en-ca) scientific article published in February 2003 (en-gb) ফেব্রুয়ারি ২০০৩-এ প্রকাশিত বৈজ্ঞানিক নিবন্ধ (bn) videnskabelig artikel udgivet februar 2003 (da) im 2003 veröffentlichter wissenschaftlicher Artikel (de) artigo científico de 'Journal of Econometrics' publicado em 2003 (pt) artigo científico de 'Journal of Econometrics' publicado em 2003 (pt-br) article scientifique de 'Journal of Econometrics' publié en 2003 (fr) scholarly article from 'Journal of Econometrics' published in 2003 (en) artículo científico de 'Journal of Econometrics' publicado en 2003 (es)
publication date	wds:Q105583351-1E954C4D-11CB-4E34-913F-06A67D7C200C
publication date	2003-02-01 00:00:00Z (xsd:dateTime)
language of work or name	wds:Q105583351-3A9F36A4-5848-4CA9-98CD-360027D27800
language of work or name	English
cites work	wds:Q105583351-0200E6E1-D735-468C-A6AC-07F40A6C435A wds:Q105583351-08AF5EA4-BE1A-49CB-9B54-31F878AA4F23 wds:Q105583351-219FB114-E1F7-4F87-ADF8-03312040E5E5 wds:Q105583351-35975222-A049-4FB3-8BA2-B335CFC3E66B wds:Q105583351-505E7263-959E-46A1-92E3-2FDC75842886 wds:Q105583351-54FA3395-4654-4498-A915-90DC3BB89C3C wds:Q105583351-5823857A-C8C8-4F2A-ADF3-2AB5D7A7BE6A wds:Q105583351-74111BE1-30B8-4D7D-8491-F46C7904EAA0 wds:Q105583351-7F5E1B51-ECCA-47F6-9313-9CF92E387B13 wds:Q105583351-971C6D4C-17D1-43C7-B451-2CE4201D31D1 wds:Q105583351-9A9FA7F7-1B91-4F3C-9273-E66813772E39 wds:Q105583351-E65F9D0D-110F-408B-872C-FE0C6533CB9F wds:Q105583351-F33E98C5-2575-4820-B179-03689DD18DC1
cites work	Long-Term Memory in Stock Market Prices The Asymptotic Distribution of the Range of Sums of Independent Random Variables Gaussian Semiparametric Estimation of Long Range Dependence Testing the null hypothesis of stationarity against the alternative of a unit root Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS Long-range dependence in the conditional variance of stock returns Robustness of the rescaled range R/S in the measurement of noncyclic long run statistical dependence The detection and estimation of long memory in stochastic volatility Limit theorems on the self-normalized range for weakly and strongly dependent processes Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes Limit Theorems Associated with Variants of the Von Mises Statistic K-Sample Analogues of the Kolmogorov-Smirnov and Cramer-V. Mises Tests
author name string	wds:Q105583351-5AC75938-C2B9-4C17-A4B8-E2A82809A95D wds:Q105583351-AD8AC711-19B1-4777-8ABC-55D8C13DFB4B wds:Q105583351-DEB88CF0-D1F9-41A6-9940-2FD78285B1E2 wds:Q105583351-E4B17E26-B371-4AD1-946F-7543E8BD9EBB
author name string	Liudas Giraitis Piotr Kokoszka Gilles Teyssière Remigijus Leipus
rdfs:label	Rescaled variance and related tests for long memory in volatility and levels (en) Rescaled variance and related tests for long memory in volatility and levels (nl)
skos:prefLabel	Rescaled variance and related tests for long memory in volatility and levels (en)

Faceted Search & Find service v1.16.117 as of May 05 2024

Alternative Linked Data Documents: ODE Content Formats:

RDF

ODATA

Microdata

About

OpenLink Virtuoso version 07.20.3239 as of May 5 2024, on Linux (x86_64-centos_6-linux-gnu), Single-Server Edition (378 GB total memory, 180 GB memory in use)
Data on this page belongs to its respective rights holders.
Virtuoso Faceted Browser Copyright © 2009-2025 OpenLink Software