Predicting BRICS stock returns using ARFIMA models
Goodness C. Aye, Mehmet Balcilar, Rangan Gupta, Nicholas Kilimani, Amadine Nakumuryango ...
| Year of publication: |
2014
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| Authors: | Aye, Goodness C. ; Balcilar, Mehmet ; Gupta, Rangan ; Kilimani, Nicholas ; Nakumuryango, Amadine |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 24.2014, 16/18, p. 1159-1166
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| Subject: | fractional integration | long memory | stock returns | long-horizon prediction | ARFIMA | BRICS | ARMA-Modell | ARMA model | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | BRICS-Staaten | BRICS countries | Zeitreihenanalyse | Time series analysis | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010418936