Another look at the forecast performance of ARFIMA models.

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dc.contributor.author Ellis, C
dc.contributor.author Wilson, PJ
dc.date.accessioned 2009-12-21T02:38:01Z
dc.date.issued 2004-01
dc.identifier.citation International Review of Financial Analysis, 2004, 13 (1), pp. 63 - 81
dc.identifier.issn 1057-5219
dc.identifier.other C1 en_US
dc.identifier.uri http://hdl.handle.net/10453/5397
dc.publisher Elsevier
dc.relation.isbasedon 10.1016/j.irfa.2004.01.005
dc.title Another look at the forecast performance of ARFIMA models.
dc.type Journal Article
dc.parent International Review of Financial Analysis
dc.journal.volume 1
dc.journal.volume 13
dc.journal.number 1 en_US
dc.publocation North Holland en_US
dc.identifier.startpage 63 en_US
dc.identifier.endpage 81 en_US
dc.cauo.name BUS.School of Finance and Economics en_US
dc.conference Verified OK en_US
dc.for 150299 Banking, Finance and Investment Not Elsewhere Classified
dc.personcode 760135
dc.personcode 944972
dc.percentage 100 en_US
dc.classification.name Banking, Finance and Investment not elsewhere classified en_US
dc.classification.type FOR-08 en_US
pubs.embargo.period Not known
pubs.organisational-group /University of Technology Sydney
pubs.organisational-group /University of Technology Sydney/Faculty of Business
utslib.copyright.status Closed Access
utslib.copyright.date 2015-04-15 12:17:09.805752+10
utslib.collection.history Uncategorised (ID: 363)
utslib.collection.history Closed (ID: 3)


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