An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series
| Year of publication: |
2006
|
|---|---|
| Authors: | Bhardwaj, Geetesh ; Swanson, Norman R. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 131.2006, 1-2, p. 539-578
|
| Publisher: |
Elsevier |