Quotation Hauser, M., Kunst, R. M.. 2000. Forecasting High-Frequency Financial Data with the ARFIMA-ARCH Model. Preprint


RIS


BibTeX

Tags

Press 'enter' for creating the tag

Publication's profile

Status of publication Published
Affiliation WU
Type of publication Working/discussion paper, preprint
Language English
Title Forecasting High-Frequency Financial Data with the ARFIMA-ARCH Model
Year 2000

Associations

People
Hauser, Michael (Details)
Organization
Mathematical Methods in Statistics (Former organization)
Google Scholar: Search