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Our data says that the document:
Giorgio, Canarella ; Heni, Boubaker ; Giorgio, Canarella ; Stephen, Miller ; RANGAN, GUPTA. (2020) Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting.
In: Working Papers. RePEc:pre:wpaper:202056.
Full description at Econpapers
cites:
Forsberg, L., and Ghysels, E., (2006) Why do absolute returns predict volatility so well? Journal of Financial Econometrics 6, 31-67 Gencay, R., Seluk, F., and Whitcher, B., (2002) An Introduction to Wavelets and Other Filtering Methods in Finance and Economics. Academic Press, New York.
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