Results 41 to 50 of about 11,582,358 (95)

International Tourist Arrivals In Thailand: Forecasting With Arfima-Figarch Approach

Forecasting is an essential analytical tool for tourism policy and planning. This paper focuses on forecasting methods based on ARFIMA(p,d,q)-FIGARCH(p,d,q).
Prasert Chaitip, Jittaporn Sriboonjit, Kanchana Chokethaworn, Chukiat Chaiboonsri, Thanes Sriwichailamphan, Songsak Sriboonchitta   +5 more
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Long Memory Analysis: An Empirical Investigation [PDF]

, 2013
This study is an attempt to review the theory and applications of autoregressive fractionally integrated moving average (ARFIMA) and fractionally integrated generalized autoregressive conditional heteroskedasticity (FIGARCH) models, mainly for the ...
Naderi, Esmaeil, Amiri, Ashkan, Nazarian, Rafik, Gandali Alikhani, Nadiya   +3 more
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FX market volatility modelling: Can we use low-frequency data? [PDF]

Financ Res Lett, 2021
Lyócsa Š, Plíhal T, Výrost T.
europepmc   +1 more source

International Tourists’ Expenditures In Thailand: A Modelling Of The Arfima-Figarch Approach

Forecasting is an essential analytical tool for tourism policy and planning. This paper focuses on forecasting methods based on ARFIMA(p,d,q)-FIGARCH(p,d,q). Secondary data was used to produce forecasts of international tourists’ expenditures in Thailand
Prasert Chaitip, Jittaporn Sriboonjit, Kanchana Chokethaworn, Chukiat Chaiboonsri, Aree Wiboonponse, Songsak Sriboonchitta   +5 more
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Not Available

, 2018
Not AvailableThis paper investigates the presence of long memory both in mean and volatility in the potato prices in Agra and Amritsar markets of India, using the Autoregressive fractionally integrated moving average (ARFIMA) and Fractionally integrated ...
Amrit Kumar Paul, Ranjit Kumar Paul, Dipankar Mitra   +2 more
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Estimating the Degree of Integration in CPI with ARFIMA-FIGARCH Model: Case study of Iran [PDF]

, 2014
The study of the effect of memory in different economic indices, especially inflation and money market, has high research attractiveness. In this paper, by using the data of consumer price index for Iran during 1990/04 – 2011/11, we investigate the ...
Yazdan Gudarzi Farahani, Hossein Abbasinejad   +1 more
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Not Available

, 2017
Not AvailableThis paper investigates the presence of long memory both in mean and volatility in the potato prices in Agra and Amritsar markets of India, using the Autoregressive fractionally integrated moving average (ARFIMA) and Fractionally ...
Amrit Kumar Paul, Ranjit Kumar Paul, Dipankar Mitra   +2 more
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The nexus between black and digital gold: evidence from US markets. [PDF]

Ann Oper Res, 2021
Huynh TLD, Ahmed R, Nasir MA, Shahbaz M, Huynh NQA.   +4 more
europepmc   +1 more source

Fintech in islamic finance literature: A review. [PDF]

Heliyon, 2022
Alshater MM, Saba I, Supriani I, Rabbani MR.   +3 more
europepmc   +1 more source

The Use of Weather Variables in the Modeling of Demand for Electricity in One of the Regions in the Southern Poland [PDF]

, 2009
The main objective of the paper is the verification of usefulness of the ARFIMA-FIGARCH class models in the description of tendencies in the energy consumption in a selected region of the southern Poland taking into consideration weather ...
Włodarczyk, Aneta, Zawada, Marcin
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