On the Forecasting Ability of Arfima Models When Infrequent Breaks Occur

AuthID
P-013-49X
2
Author(s)
Gabriel, VJ
·
Tipo de Documento
Article
Year published
2004
Publicado
in The Econometrics Journal, ISSN: 1368-4221
Volume: 7, Número: 2, Páginas: 455-475
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ISSN: 1368-4221
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