Another look at the forecast performance of ARFIMA models.

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dc.contributor.author Ellis, Craig en_US
dc.contributor.author Wilson, Patrick en_US
dc.date.accessioned 2009-12-21T02:38:01Z
dc.date.available 2009-12-21T02:38:01Z
dc.date.issued 2004 en_US
dc.identifier 2004000498 en_US
dc.identifier.citation Ellis Craig and Wilson Patrick 2004, 'Another look at the forecast performance of ARFIMA models.', Elsevier, vol. 13, no. 1, pp. 63-81. en_US
dc.identifier.issn 1057-5219 en_US
dc.identifier.other C1 en_US
dc.identifier.uri http://hdl.handle.net/10453/5397
dc.publisher Elsevier en_US
dc.relation.isbasedon http://dx.doi.org/10.1016/j.irfa.2004.01.005 en_US
dc.title Another look at the forecast performance of ARFIMA models. en_US
dc.parent International Review of Financial Analysis en_US
dc.journal.volume 13 en_US
dc.journal.number 1 en_US
dc.publocation North Holland en_US
dc.identifier.startpage 63 en_US
dc.identifier.endpage 81 en_US
dc.cauo.name BUS.School of Finance and Economics en_US
dc.conference Verified OK en_US
dc.for 150299 en_US
dc.personcode 944972 en_US
dc.personcode 760135 en_US
dc.percentage 100 en_US
dc.classification.name Banking, Finance and Investment not elsewhere classified en_US
dc.classification.type FOR-08 en_US
dc.staffid 760135 en_US


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