This study is an attempt to review the theory and applications of autoregressive fractionally integrated moving average (ARFIMA) and fractionally integrated generalized autoregressive conditional heteroskedasticity (FIGARCH) models, mainly for the purpose of the description of the observed...

This study attempts to introduce an appropri¬¬ate model for modeling and forecasting Iran’s crude oil price volatility. Therefore, this hypothesis will be tested about whether long memory feature matters in forecasting the price of this commodity. For this purpose, using the Iran’s weekly...

This study is an attempt to review the theory and applications of autoregressive fractionally integrated moving average (ARFIMA) and fractionally integrated generalized autoregressive conditional heteroskedasticity (FIGARCH) models, mainly for the purpose of the description of the observed...