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

  Writer : Rastgoo، Nemat ؛ Panahian، Hossein ؛

  Journal:Advances in Mathematical Finance and Applications»Autumn 2017, Volume 2 - Issue 4 ISC (‎20 page(s) - From 11 to 30 )

  Keywords:Systematic RiskArfima-Figarch ModelBackward elimination MethodForward selection Approach

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