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

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. https://doi.org/10.1002/for.803

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Item Type:	Article in Academic Journal
Former Research Units:	Divisions > All Research Groups > Old Former Research Groups > Former Departments (until 2015) > Department of Economics and Finance > Academic Research
Date Deposited:	18 Dec 2014 11:25
Last Modified:	06 Jun 2025 12:46
DOI:	10.1002/for.803
ISSN:	0277-6693
URI:	https://irihs.ihs.ac.at/id/eprint/2543

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