Modeling and Predicting Stock Returns using the ARFIMA-FIGARCH

Palaniappan Bagavathi Sivakumar, V. P. Mohandas. Modeling and Predicting Stock Returns using the ARFIMA-FIGARCH. In World Congress on Nature & Biologically Inspired Computing, NaBIC 2009, 9-11 December 2009, Coimbatore, India. pages 896-901, IEEE, 2009. [doi]

Abstract

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