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Generalised long-memory GARCH models for intra-daily volatility., , and . Comput. Stat. Data Anal., 51 (12): 5900-5912 (2007)Predictive accuracy for chaotic economic models, and . Economics Letters, 70 (1): 51--58 (January 2001)Long memory and nonlinearities in realized volatility: A Markov switching approach., and . Comput. Stat. Data Anal., 56 (11): 3730-3742 (2012)Estimation of Cpm when Measurement Error is Present., and . Quality and Reliability Eng. Int., 22 (7): 787-801 (2006)Comparing stochastic volatility models through Monte Carlo simulations., and . Comput. Stat. Data Anal., 50 (7): 1678-1699 (2006)