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Adaptive ARFIMA models with applications to inflation
Baillie, Richard; Morana, Claudio - In: Economic modelling 29 (2012) 6, pp. 2451-2459
Persistent link: https://www.econbiz.de/10009673677
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Fractional integration analysis of long-run behavior for US macroeconomic time series
Crato, Nuno - In: Economics letters 45 (1994) 3, pp. 287-291
Persistent link: https://www.econbiz.de/10001165789
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On the effects of imposing or ignoring long memory when forecasting
Andersson, Michael K. - 1998
Persistent link: https://www.econbiz.de/10000981126
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Long-term memory and chaos : a note
Abraham-Frois, Gilbert - In: Non-linear dynamics and endogenous cycles, (pp. 185-201). 1998
Persistent link: https://www.econbiz.de/10001323727
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Illusive persistence in German unemployment
Tschernig, Rolf; Zimmermann, Klaus F. - In: Recherches économiques de Louvain 58 (1992) 3/4, pp. 441-453
Persistent link: https://www.econbiz.de/10001331024
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Hybrid ARFIMA wavelet artificial neural network model for DJIA index forecasting
Boubaker, Heni; Canarella, Giorgio; Gupta, Rangan; … - 2020
Persistent link: https://www.econbiz.de/10012391038
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Long memory and regime switching : a simulation study on the Markov regime-switching ARFIMA model
Shi, Yanlin; Ho, Kin-Yip - In: Journal of banking & finance 61 (2015) 2, pp. 189-204
Persistent link: https://www.econbiz.de/10011585562
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Forecasting global stock market implied volatility indices
Degiannakis, Stavros; Filis, George; Hassani, Hossein - In: Journal of empirical finance 46 (2018), pp. 111-129
Persistent link: https://www.econbiz.de/10012103431
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Modelling persistence in the conditional mean of inflation using the ARFIMA process with GARCH and GJR-GARCH innovations : the case of Ghana and South Africa
Boateng, Alexander; Lesaoana, Maseka; Siweya, Hlengani; … - In: African review of economics & finance : AREF : (a … 9 (2017) 2, pp. 96-130
Persistent link: https://www.econbiz.de/10011780438
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Comparative study on retail sales forecasting between single and combination methods
Aras, Serkan; Kocakoç, İpek Deveci; Polat, Cigdem - In: Journal of business economics and management 18 (2017) 5, pp. 803-832
Persistent link: https://www.econbiz.de/10011780985