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...

Full description

Bibliographic Details

Main Authors:	Alshaimaa Elwasify, Zaidi Isa
Format:	Article
Language:	en
Published:	Penerbit Universiti Kebangsaan Malaysia 2025
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
Tags:	Add Tag No Tags, Be the first to tag this record!