Tests of Long Memory: A Bootstrap Approach

By Pilar Grau-Carles. 2005

71 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/e5f946f02b02005f0226b55c8b6efcdc74cde2c3

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Demetris Koutsoyiannis
2. Hristos Tyralis
3. Alberto Montanari
4. Günter Blöschl
5. Simon Michael Papalexiou
6. Yannis Markonis
7. Theano Iliopoulou

In Finance

1. Demetris Koutsoyiannis
2. Hristos Tyralis
3. Alberto Montanari
4. Simon Michael Papalexiou
5. Günter Blöschl
6. F. Serinaldi
7. Yannis Markonis
8. Theano Iliopoulou

Citations in the corpus

• Simultaneous estimation of the parameters of the Hurst–Kolmogorov stochastic process (2011, methodology): “Grau-Carles (2005) also analyzes the behaviour of the residuals of regression, the R/S method and the GPH.”