Exploring long-memory process in the prediction of interval-valued financial time series and its application

DOI10.1007/s11424-024-2112-9MaRDI QIDQ6130997

Ting-Ting Shen, Hua-You Chen, Zhifu Tao

Publication date: 3 April 2024

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

zbMATH Keywords

long-memory processinterval-valued time seriesARFIMAX-FIGARCHIV-VARFIMAWTI crude oil futures price

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial markets (91G15)

Cites Work

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