Forecasting financial time series with generalized long memory processes
Ferrara, Laurent ; Guegan, Dominique
HAL, halshs-00199126 / Harvested from HAL
Text on HAL
Contains selected articles which were presented at the Forecasting Financial Markets conference in May 1999.
Publié le : 2000-07-05
Classification:  Forecasting,  financial series,  generalized long memory processes,  [SHS.ECO]Humanities and Social Sciences/Economies and finances,  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR],  [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST] 
@article{halshs-00199126,
     author = {Ferrara, Laurent and Guegan, Dominique},
     title = {Forecasting financial time series with generalized long memory processes},
     journal = {HAL},
     volume = {2000},
     number = {0},
     year = {2000},
     language = {en},
     url = {http://dml.mathdoc.fr/item/halshs-00199126}
}

Ferrara, Laurent; Guegan, Dominique. Forecasting financial time series with generalized long memory processes. HAL, Tome 2000 (2000) no. 0, . http://gdmltest.u-ga.fr/item/halshs-00199126/