Forecasting Long memory Time Series for Stock Price with Autoregressive Fractionally Integrated Moving Average

Devianto, Dodi and Maiyastri, Maiyastri and Damayanti, Septri (2015) Forecasting Long memory Time Series for Stock Price with Autoregressive Fractionally Integrated Moving Average. International Journal of Applied Mathematics and Statistics, 53 (5). pp. 86-95. ISSN 0973-7545

[img]
Preview
Text
01B 2015 Forecasting Long Memory Time Series for Stock Price with ARFIMA + Sampul Ijamas.pdf

Download (1MB) | Preview
Official URL: http://www.ceser.in/ceserp/index.php/ijamas
Item Type: Article
Subjects: Q Science > QA Mathematics
Depositing User: Dr. Dodi Devianto
Date Deposited: 30 May 2016 03:24
Last Modified: 30 May 2016 03:24
URI: http://repo.unand.ac.id/id/eprint/3596

Actions (login required)

View Item View Item