Forecasting financial time series with generalized long memory processes - HAL-SHS - Sciences de l'Homme et de la Société
Book Sections Year : 2000

Forecasting financial time series with generalized long memory processes

Laurent Ferrara
Laboratoire Analyse, Géométrie et Applications
Dominique Guegan
Centre de Recherche en Économie et Statistique
CV

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Economics and Finance Probability [math.PR] Statistics [math.ST]

Dominique Guégan  : Connect in order to contact the contributor

https://shs.hal.science/halshs-00199126

Submitted on : Tuesday, December 18, 2007-3:04:46 PM

Last modification on : Thursday, November 28, 2024-10:49:37 AM

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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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