Nazarian, Rafik; Naderi, Esmaeil; Gandali Alikhani, Nadiya - Volkswirtschaftliche Fakultät, … - 2013
(ARFIMA) and fractionally integrated generalized autoregressive conditional heteroskedasticity (FIGARCH) models, mainly for … volatility in financial series. ARFIMA model also has a considerable capacity for modeling the return behavior of these time … regression technique was used for estimation of different ARFIMA models. Furthermore, different GARCH-type models were also …