Results 81 to 83 of about 95 (83)
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Exploring Long-memory Dynamics in Nigerian Commercial Banks' Lending Rates: A Comparative Analysis of ARIMA, ARFIMA, and FIGARCH Models

Asian Journal of Probability and Statistics
exaly  

Empirical study of ARFIMA model based on fractional differencing

Physica A: Statistical Mechanics and Its Applications, 2007
exaly  

Forecasting Efficacy of Hybrid ARFIMA-FIGARCH Model: An Application to Returns and Volatility of the Nigerian All Share Index

FUDMA Journal of Sciences
exaly  
long memory
volatility
arfima
figarch
dual long memory
inflation
8. economic growth
thailand
arfima-figarch method
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