Browsing by Subject "Seasonal long memory"

Browsing by Subject "Seasonal long memory"

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  • Voges, Michelle (Hannover : Institutionelles Repositorium der Leibniz Universität Hannover, 2019)
    This thesis contains five essays on fractional cointegration, seasonal fractional cointegration and seasonal long memory. After an introduction in the first Chapter, Chapter 2 reviews competing tests for fractional ...