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Archive@NYU >
Browsing by Subject "Long memory"
Showing results 1 to 8 of 8
| Thumbnail | Number | Issue Date | Title | Author(s) | | SOR-2000-7 | 2000 | A Generalized Portmanteau Goodness-of-fit Test for Time Series Models | Chen, Willa W.; Deo, Rohit S. |
| SOR-2000-15 | 6-Feb-2003 | Estimating fractional cointegration in the presence of polynomial trends | Chen, Willa W.; Hurvich, Clifford M. |
| SOR-2002-1 | 8-Oct-2002 | Estimating Fractional Cointegration in the Presence of Polynomial Trends | Chen, Willa W.; Hurvich, Clifford M. |
| FIN-99-017 | Feb-1999 | Forecasting Multifractal Volatility | Calvet, Laurent; Fisher, Adlai |
| FIN-02-037 | 6-Jun-2002 | NEW FRONTIERS FOR ARCH MODELS | Engle, Robert |
| FIN-02-064 | 2-Mar-2002 | Regime-Switching and the Estimation of Multifractal Processes | Calvet, Laurent; Fisher, Adlai |
| SOR-2004-4 | 19-Nov-2004 | Semiparametric Estimation of Fractional Cointegrating Subspaces | Chen, Willa W.; Hurvich, Clifford M. |
| SOR-2002-4 | 14-Jun-2002 | Semiparametric Estimation of Multivariate Fractional | Chen, Willa W.; Hurvich, Califford M. |
Showing results 1 to 8 of 8
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