An innovative approach to financial market analysis: hybrid ARFIMA with Sieve and Moving Block Bootstrap
This paper aims to develop the field of financial time series analysis by focusing on the Egyptian stock market, EGX 30 in particular, using innovative modeling and forecasting techniques. Our study explores the application of ARFIMA models either independently or in combination with advanced bootst...
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| Main Authors: | , |
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| Format: | Article |
| Language: | en |
| Published: |
Penerbit Universiti Kebangsaan Malaysia
2025
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| Online Access: | http://journalarticle.ukm.my/26525/1/SSS%2018.pdf http://journalarticle.ukm.my/26525/ https://www.ukm.my/jsm/english_journals/vol54num11_2025/contentsVol54num11_2025.html |
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