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

Export/share

Hauser, Michael A. and Kunst, Robert M.ORCID: https://orcid.org/0000-0001-6831-2471 (2001) Forecasting high-frequency financial data with the ARFIMA-ARCH model. Journal of Forecasting, 20 (7), pp. 501-518. DOI: 10.1002/for.803

Full text not available from this repository.

Item Type:	Article in Academic Journal
Date Deposited:	18 Dec 2014 11:25
Last Modified:	16 Jan 2019 15:18
DOI:	10.1002/for.803
ISSN:	0277-6693
URI:	https://irihs.ihs.ac.at/id/eprint/2543

View Item

Altmetric

CORE (COnnecting REpositories)