Another look at the forecast performance of ARFIMA models.

Ellis, C Wilson, PJ

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Publisher:: Elsevier
Publication Type:: Journal Article
Citation:: International Review of Financial Analysis, 2004, 13 (1), pp. 63 - 81
Issue Date:: 2004-01

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Full metadata record

Field	Value	Language
dc.contributor.author	Ellis, C	en_US
dc.contributor.author	Wilson, PJ	en_US
dc.date.issued	2004-01	en_US
dc.identifier.citation	International Review of Financial Analysis, 2004, 13 (1), pp. 63 - 81	en_US
dc.identifier.issn	1057-5219	en_US
dc.identifier.uri	http://hdl.handle.net/10453/5397
dc.publisher	Elsevier	en_US
dc.relation.ispartof	International Review of Financial Analysis	en_US
dc.relation.isbasedon	10.1016/j.irfa.2004.01.005	en_US
dc.subject.classification	Finance	en_US
dc.title	Another look at the forecast performance of ARFIMA models.	en_US
dc.type	Journal Article
utslib.citation.volume	1	en_US
utslib.citation.volume	13	en_US
utslib.for	150299 Banking, Finance and Investment not elsewhere classified	en_US
utslib.for	1502 Banking, Finance and Investment	en_US
utslib.for	1501 Accounting, Auditing and Accountability	en_US
utslib.for	1801 Law	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Business
utslib.copyright.status	closed_access
pubs.consider-herdc	true	en_US
pubs.issue	1	en_US
pubs.volume	13	en_US

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