Comparing the bias and misspecification in Arfima models
By: Jeremy Smith, Nick Taylor and Sanjay Yadav.
Contributors: Taylor, Nick.; Yadav, Sanjay.
Series: Economic research paper series / Warwick University, Department of Economics -- No.442; Economic research paper series -- No.442.
Publisher: Warwick University, Department of Economics
Published: 1995
Place of publication: Coventry
Language: eng