In two recent papers, Granger and Ding (1995a,b) considered long return series that are ®rst dierences of logarithmed price series or price indices. They established a set of temporal and distributional properties for such series and suggested that the returns are well characterized by the double ex
The consensus string problem and the complexity of comparing hidden Markov models
✍ Scribed by Rune B. Lyngsø; Christian N.S. Pedersen
- Publisher
- Elsevier Science
- Year
- 2002
- Tongue
- English
- Weight
- 393 KB
- Volume
- 65
- Category
- Article
- ISSN
- 0022-0000
No coin nor oath required. For personal study only.
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