Publications

Filtered Results: 3 found

Feb 2017
Journal
Long memory and fractional differencing: Revisiting Clive W.J. Granger's contributions and further developments
in European Journal of Pure and Applied Mathematics
Ryoko Ito
Apr 2016
Working Paper
Spline-DCS for forecasting trade volume in high-frequency financial data
Ryoko Ito
Apr 2016
Working Paper
Asymptotic theory for Beta-t-GARCH
Ryoko Ito