Predicting BRICS Stock Returns Using ARFIMA Models
Year of publication: |
2012-12
|
---|---|
Authors: | Aye, Goodness C. ; Balcilar, Mehmet ; Gupta, Rangan ; Kilimani, Nicholas ; Nakumuryango, Amandine ; Redford, Siobhan |
Institutions: | Department of Economics, Faculty of Economic and Management Sciences |
Subject: | Fractional integration | long-memory | stock returns | long-horizon prediction | ARFIMA | BRICS |
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