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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. (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)

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. (Contact us about this Publication)
Item Type: Article
Subjects: H Social Sciences > HA Statistics
H Social Sciences > HB Economic Theory
Divisions: Faculties > Social Sciences > School of Economics
Depositing User: Adelina Gschwandtner
Date Deposited: 13 Nov 2014 15:43 UTC
Last Modified: 01 Feb 2020 04:06 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/44527 (The current URI for this page, for reference purposes)
Gschwandtner, Adelina: https://orcid.org/0000-0002-6952-1782
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