Essays on long memory processes.
The present work aims at discussing the main theoretical aspects related to the occurrence of long memory processes and its respective application in economics and finance. In order to discuss the main theoretical aspects of its occurrence, it is worth starting from the complex systems approach...
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| Language: | English |
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Universidade de São Paulo
2016
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| Online Access: | http://www.teses.usp.br/teses/disponiveis/3/3139/tde-03032017-104452/ |