An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series
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Publication:292039
DOI10.1016/j.jeconom.2005.01.016zbMath1337.62344OpenAlexW2113173022MaRDI QIDQ292039
Geetesh Bhardwaj, Norman R. Swanson
Publication date: 10 June 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2005.01.016
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