Comparing the cluster efficiency of fragmental-periodogram and fragmented-ACF

Mestrado Bolonha em Mathematical Finance

Bibliographic Details
Main Author: Albino, Andreia Filipa Martins (author)
Format: masterThesis
Language:eng
Published: 2022
Subjects:
Online Access:http://hdl.handle.net/10400.5/23029
Country:Portugal
Oai:oai:www.repository.utl.pt:10400.5/23029
Description
Summary:Mestrado Bolonha em Mathematical Finance