Retour aux résultats
Communications dans une conférence (2018), 12th International Conference on Computational and Financial Econometrics (CE) 2018

Forecasting Long Memory via a VAR Model

CHEVILLON Guillaume , BAUWENS L., LAURENT Sebastien

CHEVILLON, G., BAUWENS, L. and LAURENT, S. (2018). Forecasting Long Memory via a VAR Model. In: 12th International Conference on Computational and Financial Econometrics (CE) 2018.