Long Memory and Volatility in HRV: An ARFIMA-GARCH Approach

TitleLong Memory and Volatility in HRV: An ARFIMA-GARCH Approach
Publication TypeProceedings of international conferences (peer reviewed)
AuthorsLeite A, Rocha AP, Silva M
EditorMurray A
[2009-2]

Area / Group: 

Probability and Statistics
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