Long Memory Analysis: An Empirical Investigation

Autor: NAZARİAN, Rafik, NADERİ, Esmaeil, ALİKHANİ, Nadiya Gandali, AMİRİ, Ashkan

Publikováno v: International Journal of Economics and Financial Issues, Vol 4, Iss 1, Pp 16-26 (2014)
Volume: 4, Issue: 1 16-26
International Journal of Economics and Financial Issues

This study is an attempt to review the theory and applications of autoregressive fractionally integrated moving average (ARFIMA) and fractionally integrated generalized autoregressive conditional heteroskedasticity (FIGARCH) models, mainly for the pu

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::8bf14fa98dce93ab180f9b10b41bb829
http://www.econjournals.com/index.php/ijefi/article/download/606/pdf

Do Dynamic Neural Networks Stand a Better Chance in Fractionally Integrated Process Forecasting?

Autor: Delavari, Majid, Alikhani, Nadiya Gandali, Naderi, Esmaeil

Publikováno v: International Journal of Economics and Financial Issues, Vol 3, Iss 2, Pp 466-475 (2013)
Volume: 3, Issue: 2 466-475
International Journal of Economics and Financial Issues

The main purpose of the present study was to investigate the capabilities of two generations of models such as those based on dynamic neural network (e.g., Nonlinear Neural network Auto Regressive or NNAR model) and a regressive (Auto Regressive Frac

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::00ceaf9135e37c8ce9ec05cb3a8a4192
http://econjournals.com/index.php/ijefi/article/view/418/pdf