Results 201 to 210 of about 13,793,172 (210)

An Evaluation of ARFIMA (Autoregressive Fractional Integral Moving Average) Programs

Axioms, 2017
Yangquan Chen
exaly  

Study of liquidity commonality in China's stock market, using an ARFIMA-IGARCH-COPULA model

Journal of Interdisciplinary Mathematics, 2018
exaly  

Estimation of Value-at-Risk Based on ARFIMA-FIAPARCH-SKST Model

Advanced Materials Research, 2013
exaly  

Bayesian modelling of ARFIMA processes by Markov chain Monte Carlo methods

Journal of Forecasting, 1996
exaly  

A multimodal hybrid stochastic-based deterministic ARFIMA model for the sustainable analysis of COVID-19 pandemic

Waves in Random and Complex Media
Muhammad Shoaib, Muhammad Asif Zahoor Raja, Yangquan Chen   +2 more
exaly  

Using ARFIMA Model to Calculate and Forecast Realized Volatility of High Frequency Stock Market Index Data

Advances in Intelligent Systems and Computing, 2012
exaly  

ARFIMA MODEL AND THE NONLINEAR ANALYSIS OF THE CHINESE SECURITIES MARKETS

2005
YONG LIN, KAI WANG
openaire   +1 more source

ARFIMA approximation and forecasting of the limiting aggregate structure of long-memory process

Journal of Forecasting, 2009
exaly  

ARMA, ARIMA, ARFIMA, and GARMA Models with GARCH Errors

Gnanadarsha Sanjaya Dissanayake, Hassan Doosti   +1 more
openaire   +1 more source

Forecasting High-frequency Financial Data with the ARFIMA-ARCH Model

Journal of Forecasting, 2000
openaire   +2 more sources