The impact of estimation methods and data frequency on the results of long memory assessment

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Main Authors: Henryk Gurgul, Krzysztof Brania
Format: Article
Language:English
Published: AGH UNIVERSITY PRESS 2015-01-01
Series:Managerial Economics
Online Access:https://www.exeley.com/exeley/journals/managerial_economics/16/1/pdf/10.7494_manage.2015.16.1.7.pdf
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author Henryk Gurgul
Krzysztof Brania
author_facet Henryk Gurgul
Krzysztof Brania
author_sort Henryk Gurgul
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publishDate 2015-01-01
publisher AGH UNIVERSITY PRESS
record_format Article
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spelling doaj-art-65378c526c1a4ae88cd83bd9d26bc3e52025-08-20T02:51:23ZengAGH UNIVERSITY PRESSManagerial Economics1898-11432353-36172015-01-0116110.7494/manage.2015.16.1.7The impact of estimation methods and data frequency on the results of long memory assessmentHenryk Gurgul0Krzysztof Brania1Department of Application of Mathematics in Economics, Faculty of Management, AGH University of Science and Technology, PolandFaculty of Mathematics and Computer Science, Jagiellonian University in Cracow, Polandhttps://www.exeley.com/exeley/journals/managerial_economics/16/1/pdf/10.7494_manage.2015.16.1.7.pdf
spellingShingle Henryk Gurgul
Krzysztof Brania
The impact of estimation methods and data frequency on the results of long memory assessment
Managerial Economics
title The impact of estimation methods and data frequency on the results of long memory assessment
title_full The impact of estimation methods and data frequency on the results of long memory assessment
title_fullStr The impact of estimation methods and data frequency on the results of long memory assessment
title_full_unstemmed The impact of estimation methods and data frequency on the results of long memory assessment
title_short The impact of estimation methods and data frequency on the results of long memory assessment
title_sort impact of estimation methods and data frequency on the results of long memory assessment
url https://www.exeley.com/exeley/journals/managerial_economics/16/1/pdf/10.7494_manage.2015.16.1.7.pdf
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AT henrykgurgul impactofestimationmethodsanddatafrequencyontheresultsoflongmemoryassessment
AT krzysztofbrania impactofestimationmethodsanddatafrequencyontheresultsoflongmemoryassessment