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Chapitre D'ouvrage Année : 2000

Forecasting financial time series with generalized long memory processes

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halshs-00199126 , version 1 (18-12-2007)

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  • HAL Id : halshs-00199126 , version 1

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Laurent Ferrara, Dominique Guegan. Forecasting financial time series with generalized long memory processes. Christian Dunis. Advances in Quantitative Asset Management, Kluver Academic Press, chapter 14, 2000, Studies in computational finance. ⟨halshs-00199126⟩
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