Results 211 to 215 of about 4,943 (215)

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

Journal of Interdisciplinary Mathematics, 2018
exaly  

Bayesian modelling of ARFIMA processes by Markov chain Monte Carlo methods

Journal of Forecasting, 1996
exaly  

Energy demand forecasting using adaptive ARFIMA based on a novel dynamic structural break detection framework

Applied Energy
Ali Nikseresht, Hamidreza Amindavar
exaly  

Maximum likelihood estimation of the fractional differencing parameter in an ARFIMA model using wavelets

Mathematics and Computers in Simulation, 2002
exaly  

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

Journal of Forecasting, 2000
openaire   +2 more sources