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A hybrid ARFIMA wavelet artificial neural network model for DJIA index forecasting
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
- In:
Computational economics
62
(
2023
)
4
,
pp. 1801-1843
Persistent link: https://www.econbiz.de/10014437593
Saved in:
2
Can Bitcoin be a stable investment?
Çelik, Ismail
- In:
Financial studies
24
(
2020
)
2
,
pp. 19-36
and structural breaks on fractality is investigated through the ARFIMA-FIGARCH and ARFIMA-
HYGARCH
models. We observe that …
Persistent link: https://www.econbiz.de/10012484965
Saved in:
3
Long-memory modelling and forecasting of the returns and volatility of Exchange-traded Notes (ETNs)
Masa, Argel S.
;
Diaz, John Francis T.
- In:
Margin: the journal of applied economic research
11
(
2017
)
1
,
pp. 23-53
Persistent link: https://www.econbiz.de/10011690923
Saved in:
4
A study on the volatility spillovers, long memory effects and interactions between carbon and energy markets : the impacts of extreme weather
Liu, Hsiang-hsi
;
Chen, Yi-chun
- In:
Economic modelling
35
(
2013
),
pp. 840-855
Persistent link: https://www.econbiz.de/10010338308
Saved in:
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