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Disambiguation of "Ellis, Craig"

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Another look at the forecast performance of ARFIMA models

, and . International Review of Financial Analysis, 13 (1): 63--81 (00 2004)

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George C Craig

Hyacinthe Ellis

Geoffrey Ellis

Justyna Ellis

Sebastian Ellis

 

Other publications of authors with the same name

Analysis of the Rising Threat of Subverting Privacy Technologies.. CoRR, (2017)Scaling laws in variance as a measure of long-term dependence, , and . International Review of Financial Analysis, 8 (2): 123--138 (June 1999)Return anomalies on the Nikkei: Are they statistical illusions?, , and . Chaos, Solitons & Fractals, 23 (4): 1125--1136 (February 2005)Scaling the volatility of credit spreads: Evidence from Australian dollar eurobonds, , and . International Review of Financial Analysis, 11 (3): 331--344 (2002)Estimation of the ARFIMA (p, d, q) fractional differencing parameter (d) using the classical rescaled adjusted range technique. International Review of Financial Analysis, 8 (1): 53--65 (1999)Scale-adjusted volatility and the Dow Jones index, and . Physica A: Statistical Mechanics and its Applications, 378 (2): 374--386 (May 15, 2007)The mis-specification of the expected rescaled adjusted range. Physica A: Statistical Mechanics and its Applications, 363 (2): 469--476 (May 1, 2006)Another look at the forecast performance of ARFIMA models, and . International Review of Financial Analysis, 13 (1): 63--81 (00 2004)Scaling relationships of Gaussian processes, and . Economics Letters, 72 (3): 291--296 (September 2001)The sampling properties of Hurst exponent estimates. Physica A: Statistical Mechanics and its Applications, 375 (1): 159--173 (Feb 15, 2007)