Browsing Theses and Dissertations (Statistics) by Subject "ARFIMA model"

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Empirical analysis of inflation dynamics : evidence from Ghana and South Africa

Boateng, Alexander (2017)

Using the ARFIMA (autoregressive and fractionally integrated moving aver age) model extended with sGARCH (standard generalised autoregressive con ditional heteroscedasticity) and ’gjrGARCH (Glosten-Jagannathan-Runkle gen ...