Another look at the forecast performance of ARFIMA models
Year of publication: |
2004
|
---|---|
Authors: | Ellis, Craig ; Wilson, Patrick James |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 13.2004, 1, p. 63-81
|
Subject: | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | USA | United States | ARMA-Modell | ARMA model |
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