Keywords: Long memory
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Journal Articles
Journal: Kybernetes
Kybernetes (2024) 53 (12): 5905–5931.
Published: 12 September 2023
...Zengli Mao; Chong Wu Purpose Because the dynamic characteristics of the stock market are nonlinear, it is unclear whether stock prices can be predicted. This paper aims to explore the predictability of the stock price index from a long-memory perspective. The authors propose hybrid models...

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