Forecasting high-frequency financial data with the ARFIMA-ARCH model

Hauser, Michael A. and Kunst, Robert M. (2001) Forecasting high-frequency financial data with the ARFIMA-ARCH model. Journal of Forecasting, 20 (7). pp. 501-518.

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Item Type: Article in Academic Journal
Status: Published
Date Deposited: 18 Dec 2014 11:25
Last Modified: 01 Apr 2016 14:16
URI: http://irihs.ihs.ac.at/id/eprint/2543

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