%PDF-1.4
%
1 0 obj
<<
/Type /Catalog
/Version /1.4
/Pages 2 0 R
/PageLabels 3 0 R
/Metadata 4 0 R
/Names 5 0 R
/Outlines 6 0 R
>>
endobj
7 0 obj
<<
/Author (Guglielmo Maria Caporale; Luis Gil-Alana; Alex Plastun)
/CreationDate (D:20190422110439+05'30')
/Creator (LaTeX with hyperref package + hypdvips)
/Keywords (Persistence; long memory; R/S analysis; fractional integration)
/ModDate (D:20190422174122+05'30')
/Producer (Acrobat Distiller 8.1.0 \(Windows\))
/Subject (Journal of Statistical Computation and Simulation, 2019. doi: 10.1080/00949655.2019.1599377)
/Title (Long memory and data frequency in financial markets)
>>
endobj
2 0 obj
<<
/Type /Pages
/Kids [8 0 R 9 0 R 10 0 R 11 0 R 12 0 R 13 0 R 14 0 R 15 0 R 16 0 R 17 0 R
18 0 R 19 0 R 20 0 R 21 0 R 22 0 R 23 0 R 24 0 R 25 0 R]
/Count 18
>>
endobj
3 0 obj
<<
/Nums [0 26 0 R 1 27 0 R 2 28 0 R 3 29 0 R 4 30 0 R
5 31 0 R 6 32 0 R 7 33 0 R 8 34 0 R 9 35 0 R
10 36 0 R 11 37 0 R 12 38 0 R 13 39 0 R 14 40 0 R
15 41 0 R 16 42 0 R 17 43 0 R]
>>
endobj
4 0 obj
<<
/Length 3375
/Subtype /XML
/Type /Metadata
>>
stream
Persistence; long memory; R/S analysis; fractional integration
Acrobat Distiller 8.1.0 (Windows)
LaTeX with hyperref package + hypdvips
2019-04-22T17:41:22+05:30
2019-04-22T11:04:39+05:30
2019-04-22T17:41:22+05:30
application/pdf
Long memory and data frequency in financial markets
Guglielmo Maria Caporale; Luis Gil-Alana; Alex Plastun
Journal of Statistical Computation and Simulation, 2019. doi: 10.1080/00949655.2019.1599377
uuid:26026c75-7e10-494a-9519-ea8e486e5304
uuid:12846bad-897d-4037-b397-e0f53d650e6e
10.1080/00949655.2019.1599377
2019-04-03
True
www.tandfonline.com
VoR
10.1080/00949655.2019.1599377
2019-04-03
True
www.tandfonline.com
10.1080/00949655.2019.1599377
https://doi.org/10.1080/00949655.2019.1599377
endstream
endobj
5 0 obj
<<
/Dests 44 0 R
/EmbeddedFiles 45 0 R
>>
endobj
6 0 obj
<<
/Count 9
/First 46 0 R
/Last 47 0 R
/Type /Outlines
>>
endobj
8 0 obj
<<
/Resources 48 0 R
/Type /Page
/MediaBox [0.0 0.0 634.32 833.04]
/CropBox [0.0 0.0 634.32 833.04]
/BleedBox [0 0 634.32 833.04]
/TrimBox [0 0 634.32 833.04]
/Parent 2 0 R
/Annots [49 0 R 50 0 R 51 0 R 52 0 R 53 0 R 54 0 R 55 0 R 56 0 R 57 0 R 58 0 R
59 0 R 60 0 R]
/Contents 61 0 R
/Rotate 0
>>
endobj
9 0 obj
<<
/Annots [62 0 R 63 0 R 64 0 R 65 0 R 66 0 R 67 0 R 68 0 R 69 0 R 70 0 R 71 0 R
72 0 R 73 0 R 74 0 R 75 0 R 76 0 R 77 0 R 78 0 R 79 0 R 80 0 R 81 0 R
82 0 R 83 0 R 84 0 R 85 0 R 86 0 R 87 0 R 88 0 R 89 0 R 90 0 R 91 0 R
92 0 R 93 0 R]
/Contents [94 0 R 95 0 R 96 0 R 97 0 R 98 0 R 99 0 R 100 0 R 101 0 R]
/CropBox [0.0 0.0 493.228 702.992]
/MediaBox [0.0 0.0 493.228 702.992]
/Parent 2 0 R
/Resources 102 0 R
/Rotate 0
/Thumb 103 0 R
/Type /Page
>>
endobj
10 0 obj
<<
/Annots [104 0 R 105 0 R 106 0 R 107 0 R 108 0 R 109 0 R]
/Contents 110 0 R
/CropBox [0.0 0.0 493.228 702.992]
/MediaBox [0.0 0.0 493.228 702.992]
/Parent 2 0 R
/Resources 111 0 R
/Rotate 0
/Thumb 112 0 R
/Type /Page
>>
endobj
11 0 obj
<<
/Annots [113 0 R 114 0 R 115 0 R 116 0 R 117 0 R 118 0 R 119 0 R 120 0 R 121 0 R 122 0 R
123 0 R 124 0 R 125 0 R 126 0 R 127 0 R]
/Contents 128 0 R
/CropBox [0.0 0.0 493.228 702.992]
/MediaBox [0.0 0.0 493.228 702.992]
/Parent 2 0 R
/Resources 129 0 R
/Rotate 0
/Thumb 130 0 R
/Type /Page
>>
endobj
12 0 obj
<<
/Annots [131 0 R 132 0 R 133 0 R 134 0 R 135 0 R 136 0 R 137 0 R 138 0 R 139 0 R 140 0 R
141 0 R 142 0 R 143 0 R 144 0 R 145 0 R 146 0 R 147 0 R 148 0 R 149 0 R]
/Contents 150 0 R
/CropBox [0.0 0.0 493.228 702.992]
/MediaBox [0.0 0.0 493.228 702.992]
/Parent 2 0 R
/Resources 151 0 R
/Rotate 0
/Thumb 152 0 R
/Type /Page
>>
endobj
13 0 obj
<<
/Annots [153 0 R 154 0 R 155 0 R 156 0 R 157 0 R 158 0 R 159 0 R 160 0 R 161 0 R 162 0 R]
/Contents 163 0 R
/CropBox [0.0 0.0 493.228 702.992]
/MediaBox [0.0 0.0 493.228 702.992]
/Parent 2 0 R
/Resources 164 0 R
/Rotate 0
/Thumb 165 0 R
/Type /Page
>>
endobj
14 0 obj
<<
/Contents 166 0 R
/CropBox [0.0 0.0 493.228 702.992]
/MediaBox [0.0 0.0 493.228 702.992]
/Parent 2 0 R
/Resources 167 0 R
/Rotate 0
/Thumb 168 0 R
/Type /Page
>>
endobj
15 0 obj
<<
/Annots [169 0 R 170 0 R 171 0 R 172 0 R 173 0 R 174 0 R 175 0 R 176 0 R 177 0 R 178 0 R
179 0 R 180 0 R 181 0 R 182 0 R 183 0 R 184 0 R 185 0 R 186 0 R 187 0 R 188 0 R
189 0 R 190 0 R 191 0 R 192 0 R 193 0 R 194 0 R]
/Contents 195 0 R
/CropBox [0.0 0.0 493.228 702.992]
/MediaBox [0.0 0.0 493.228 702.992]
/Parent 2 0 R
/Resources 196 0 R
/Rotate 0
/Thumb 197 0 R
/Type /Page
>>
endobj
16 0 obj
<<
/Annots [198 0 R 199 0 R 200 0 R 201 0 R 202 0 R 203 0 R 204 0 R 205 0 R 206 0 R 207 0 R
208 0 R 209 0 R 210 0 R 211 0 R 212 0 R 213 0 R 214 0 R 215 0 R 216 0 R 217 0 R
218 0 R 219 0 R 220 0 R 221 0 R 222 0 R 223 0 R 224 0 R 225 0 R 226 0 R]
/Contents 227 0 R
/CropBox [0.0 0.0 493.228 702.992]
/MediaBox [0.0 0.0 493.228 702.992]
/Parent 2 0 R
/Resources 228 0 R
/Rotate 0
/Thumb 229 0 R
/Type /Page
>>
endobj
17 0 obj
<<
/Annots [230 0 R 231 0 R 232 0 R 233 0 R 234 0 R 235 0 R 236 0 R 237 0 R 238 0 R 239 0 R
240 0 R 241 0 R 242 0 R 243 0 R 244 0 R 245 0 R 246 0 R 247 0 R 248 0 R 249 0 R
250 0 R]
/Contents 251 0 R
/CropBox [0.0 0.0 493.228 702.992]
/MediaBox [0.0 0.0 493.228 702.992]
/Parent 2 0 R
/Resources 252 0 R
/Rotate 0
/Thumb 253 0 R
/Type /Page
>>
endobj
18 0 obj
<<
/Annots [254 0 R 255 0 R 256 0 R 257 0 R 258 0 R 259 0 R 260 0 R 261 0 R 262 0 R 263 0 R
264 0 R 265 0 R 266 0 R 267 0 R 268 0 R 269 0 R 270 0 R]
/Contents 271 0 R
/CropBox [0.0 0.0 493.228 702.992]
/MediaBox [0.0 0.0 493.228 702.992]
/Parent 2 0 R
/Resources 272 0 R
/Rotate 0
/Thumb 273 0 R
/Type /Page
>>
endobj
19 0 obj
<<
/Contents 274 0 R
/CropBox [0.0 0.0 493.228 702.992]
/MediaBox [0.0 0.0 493.228 702.992]
/Parent 2 0 R
/Resources 275 0 R
/Rotate 0
/Thumb 276 0 R
/Type /Page
>>
endobj
20 0 obj
<<
/Contents 277 0 R
/CropBox [0.0 0.0 493.228 702.992]
/MediaBox [0.0 0.0 493.228 702.992]
/Parent 2 0 R
/Resources 278 0 R
/Rotate 0
/Thumb 279 0 R
/Type /Page
>>
endobj
21 0 obj
<<
/Contents 280 0 R
/CropBox [0.0 0.0 493.228 702.992]
/MediaBox [0.0 0.0 493.228 702.992]
/Parent 2 0 R
/Resources 281 0 R
/Rotate 0
/Thumb 282 0 R
/Type /Page
>>
endobj
22 0 obj
<<
/Contents 283 0 R
/CropBox [0.0 0.0 493.228 702.992]
/MediaBox [0.0 0.0 493.228 702.992]
/Parent 2 0 R
/Resources 284 0 R
/Rotate 0
/Thumb 285 0 R
/Type /Page
>>
endobj
23 0 obj
<<
/Contents 286 0 R
/CropBox [0.0 0.0 493.228 702.992]
/MediaBox [0.0 0.0 493.228 702.992]
/Parent 2 0 R
/Resources 287 0 R
/Rotate 0
/Thumb 288 0 R
/Type /Page
>>
endobj
24 0 obj
<<
/Contents 289 0 R
/CropBox [0.0 0.0 493.228 702.992]
/MediaBox [0.0 0.0 493.228 702.992]
/Parent 2 0 R
/Resources 290 0 R
/Rotate 0
/Thumb 291 0 R
/Type /Page
>>
endobj
25 0 obj
<<
/Contents 292 0 R
/CropBox [0.0 0.0 493.228 702.992]
/MediaBox [0.0 0.0 493.228 702.992]
/Parent 2 0 R
/Resources 293 0 R
/Rotate 0
/Thumb 294 0 R
/Type /Page
>>
endobj
26 0 obj
<<
/P (1)
>>
endobj
27 0 obj
<<
/S /D
/St 1763
>>
endobj
28 0 obj
<<
/S /D
/St 1764
>>
endobj
29 0 obj
<<
/S /D
/St 1765
>>
endobj
30 0 obj
<<
/S /D
/St 1766
>>
endobj
31 0 obj
<<
/S /D
/St 1767
>>
endobj
32 0 obj
<<
/S /D
/St 1768
>>
endobj
33 0 obj
<<
/S /D
/St 1769
>>
endobj
34 0 obj
<<
/S /D
/St 1770
>>
endobj
35 0 obj
<<
/S /D
/St 1771
>>
endobj
36 0 obj
<<
/S /D
/St 1772
>>
endobj
37 0 obj
<<
/S /D
/St 1773
>>
endobj
38 0 obj
<<
/S /D
/St 1774
>>
endobj
39 0 obj
<<
/S /D
/St 1775
>>
endobj
40 0 obj
<<
/S /D
/St 1776
>>
endobj
41 0 obj
<<
/S /D
/St 1777
>>
endobj
42 0 obj
<<
/S /D
/St 1778
>>
endobj
43 0 obj
<<
/S /D
/St 1779
>>
endobj
44 0 obj
<<
/Kids [295 0 R 296 0 R 297 0 R 298 0 R]
>>
endobj
45 0 obj
<<
/Kids [299 0 R]
>>
endobj
46 0 obj
<<
/Dest (section.1)
/Next 300 0 R
/Parent 6 0 R
/Title (1. Introduction)
>>
endobj
47 0 obj
<<
/Dest (section*.15)
/Parent 6 0 R
/Prev 301 0 R
/Title (References)
>>
endobj
48 0 obj
<<
/Font 302 0 R
/ProcSet [/PDF /ImageB /ImageC /Text]
/XObject <<
/Im7 303 0 R
/Im4 304 0 R
/Im18 305 0 R
/Im14 306 0 R
/Im16 307 0 R
/Im5 308 0 R
/Im8 309 0 R
/Im13 310 0 R
/Im17 311 0 R
/Im11 312 0 R
/Im1 313 0 R
/Im3 314 0 R
/Im2 315 0 R
/Im12 316 0 R
/Im9 317 0 R
/Im10 318 0 R
/Im15 319 0 R
/Im6 320 0 R
>>
/ColorSpace 321 0 R
>>
endobj
49 0 obj
<<
/Type /Annot
/Subtype /Link
/Rect [155.758 42.905 478.561 51.896]
/C [0 0 0]
/Border [0 0 0]
/A 322 0 R
/H /I
>>
endobj
50 0 obj
<<
/Type /Annot
/Subtype /Link
/Rect [365.416 688.444 519.904 696.436]
/C [0 0 0]
/Border [0 0 0]
/A 323 0 R
/H /I
>>
endobj
51 0 obj
<<
/Type /Annot
/Subtype /Link
/Rect [173.75 521.664 323.83 531.034]
/C [0 0 0]
/Border [0 0 0]
/A 324 0 R
/H /I
>>
endobj
52 0 obj
<<
/Type /Annot
/Subtype /Link
/Rect [202.3 501.094 427.29 511.084]
/C [0 0 0]
/Border [0 0 0]
/A 325 0 R
/H /I
>>
endobj
53 0 obj
<<
/Type /Annot
/Subtype /Link
/Rect [106.6 359.569 124.18 368.56]
/C [0 0 0]
/Border [0 0 0]
/A 326 0 R
/H /I
>>
endobj
54 0 obj
<<
/Type /Annot
/Subtype /Link
/Rect [131.8 359.055 286.982 368.046]
/C [0 0 0]
/Border [0 0 0]
/A 326 0 R
/H /I
>>
endobj
55 0 obj
<<
/Type /Annot
/Subtype /Link
/Rect [106.6 269.311 122.36 278.302]
/C [0 0 0]
/Border [0 0 0]
/A 327 0 R
/H /I
>>
endobj
56 0 obj
<<
/Type /Annot
/Subtype /Link
/Rect [131.8 273.255 230.84 282.246]
/C [0 0 0]
/Border [0 0 0]
/A 327 0 R
/H /I
>>
endobj
57 0 obj
<<
/Type /Annot
/Subtype /Link
/Rect [106.6 223.791 125.16 232.782]
/C [0 0 0]
/Border [0 0 0]
/A 328 0 R
/H /I
>>
endobj
58 0 obj
<<
/Type /Annot
/Subtype /Link
/Rect [131.8 230.355 232.586 239.346]
/C [0 0 0]
/Border [0 0 0]
/A 328 0 R
/H /I
>>
endobj
59 0 obj
<<
/Type /Annot
/Subtype /Link
/Rect [106.6 184.14 124.2 193.131]
/C [0 0 0]
/Border [0 0 0]
/A 329 0 R
/H /I
>>
endobj
60 0 obj
<<
/Type /Annot
/Subtype /Link
/Rect [131.8 187.455 292.094 196.446]
/C [0 0 0]
/Border [0 0 0]
/A 329 0 R
/H /I
>>
endobj
61 0 obj
<<
/Length 1943
/Filter /FlateDecode
>>
stream
xYn6Sg (d