Modelling Profit Series: Nonstationarity and long Memory

Gschwandtner, Adelina, Hauser, Michael (2008) Modelling Profit Series: Nonstationarity and long Memory. Applied Economics, 40 (11). pp. 1475-1482. ISSN 0003-6846. (doi:10.1080/00036840600794355) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:44527)

The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided.
Official URL: https://doi.org/10.1080/00036840600794355

Item Type:	Article
DOI/Identification number:	10.1080/00036840600794355
Subjects:	H Social Sciences > HA Statistics H Social Sciences > HB Economic Theory
Divisions:	Divisions > Division of Human and Social Sciences > School of Economics
Depositing User:	Adelina Gschwandtner
Date Deposited:	13 Nov 2014 15:43 UTC
Last Modified:	09 Mar 2023 11:33 UTC
Resource URI:	https://kar.kent.ac.uk/id/eprint/44527 (The current URI for this page, for reference purposes)

University of Kent Author Information

Gschwandtner, Adelina.

Creator's ORCID:	https://orcid.org/0000-0002-6952-1782
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