Another look at the forecast performance of ARFIMA models
| Year of publication: |
2004
|
|---|---|
| Authors: | Ellis, Craig ; Wilson, Patrick |
| Published in: |
International Review of Financial Analysis. - Elsevier, ISSN 1057-5219. - Vol. 13.2004, 1, p. 63-81
|
| Publisher: |
Elsevier |