Comparative Approach to the Backward Elimination and for-ward Selection Methods in Modeling the Systematic Risk Based on the ARFIMA-FIGARCH Model

Subject Areas : Financial Mathematics

Nemat  Rastgoo ¹ (Department of accounting, Kashan Branch, Islamic Azad University, Kashan, Iran)
Hossein  Panahian ² (Department of accounting, Kashan Branch, Islamic Azad University, Kashan, Iran)

Received: 2017-07-23 Accepted : 2017-12-05 Published : 2017-12-01

Keywords:

References:

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