Open AccessA novel hybrid ARFURIMA-APARCH model for modeling interminable long memory and asymmetric effect in time series
Author(s) -
Sanusi Alhaji Jibrin,
Hassan Imafidor Ibrahim,
Danjuma Munkaila
Publication year - 2022
Publication title -
dutse journal of pure and applied sciences
Language(s) - English
Resource type - Journals
eISSN - 2635-3490
pISSN - 2476-8316
DOI - 10.4314/dujopas.v8i2a.7
Subject(s) - econometrics , autoregressive fractionally integrated moving average , heteroscedasticity , economics , autoregressive model , volatility (finance) , long memory
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