Blar i AURA på forfatter "Olsen, Lars Tjensvold"
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Estimators of long range dependence : a survey of finite samples and robustness
Olsen, Lars Tjensvold (Master thesis, 2012)In traditional financial theory the returns of prices are assumed to be independent of each other, they are said to have short memory. However, it has been shown that returns in many cases are correlated and these instance ...