Another look at the forecast performance of ARFIMA models.

Publisher:
Elsevier
Publication Type:
Journal Article
Citation:
International Review of Financial Analysis, 2004, 13 (1), pp. 63 - 81
Issue Date:
2004-01
Full metadata record
Files in This Item:
Filename Description Size
Thumbnail2004000498.pdf1.48 MB
Adobe PDF
Please use this identifier to cite or link to this item: