An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series (Q292039): Difference between revisions

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Latest revision as of 04:07, 12 July 2024

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An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series
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    An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series (English)
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    10 June 2016
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    fractional integration
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    long memory
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    parameter estimation error
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    stock returns
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    long horizon prediction
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