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Dependence and mean reversion in stock prices: The case of the MENA region
A. Assaf Research in International Business and Finance 20(3):286--304 (September 2006)
to Long memory by smicha on Apr 28, 2008, 1:05 PM
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A small scale macroeconometric model for the Euro-12 area
Claudio Morana Economic Modelling 23(3):391--426 (May 2006)
to Long memory by smicha on Apr 28, 2008, 1:05 PM
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Value-at-Risk analysis for long-term interest rate futures: Fat-tail and long memory in return innovations
Ping-Tsung Wu, and Shwu-Jane Shieh Journal of Empirical Finance 14(2):248--259 (March 2007)
to Long memory by smicha on Apr 23, 2008, 10:05 PM
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A looser cointegration concept using fractional integration parameters and quantification of market responsiveness
H. D. Vinod Journal of Statistical Planning and Inference 100(2):399--410 (Feb 1, 2002)
to Long memory by smicha on Apr 23, 2008, 10:05 PM
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Nonparametric frequency domain analysis of nonstationary multivariate time series
Carlos Velasco Journal of Statistical Planning and Inference 116(1):209--247 (Sep 1, 2003)
to Long memory by smicha on Apr 23, 2008, 10:05 PM
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Some simulations and applications of forecasting long-memory time-series models
Valdério Anselmo Reisen, and Silvia Lopes Journal of Statistical Planning and Inference 80(1-2):269--287 (Aug 1, 1999)
to Long memory by smicha on Apr 23, 2008, 10:05 PM
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Structural change and long-range dependence in volatility of exchange rates: either, neither or both?
Claudio Morana, and Andrea Beltratti Journal of Empirical Finance 11(5):629--658 (December 2004)
to Long memory by smicha on Apr 23, 2008, 10:05 PM
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Cross-sectional heterogeneity and the persistence of aggregate fluctuations
Claudio Michelacci Journal of Monetary Economics 51(7):1321--1352 (October 2004)
to Long memory by smicha on Apr 23, 2008, 10:05 PM
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Semiparametric exploration of long memory in stock prices
David K. C. Lee, and Peter M. Robinson Journal of Statistical Planning and Inference 50(2):155--174 (Mar 1, 1996)
to Long memory by smicha on Apr 23, 2008, 10:05 PM
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Another look at long memory in common stock returns
Craig Hiemstra, and Jonathan D. Jones Journal of Empirical Finance 4(4):373--401 (December 1997)
to Long memory by smicha on Apr 23, 2008, 10:05 PM
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Does the Australian dollar real exchange rate display mean reversion
Ólan T. Henry, and Nilss Olekalns Journal of International Money and Finance 21(5):651--666 (October 2002)
to Long dependence range by smicha on Apr 23, 2008, 10:05 PM
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1/falpha signal synthesis with precision control
Michel Guglielmi Signal Processing 86(10):2548--2553 (October 2006)
to Long memory by smicha and 1 other user on Apr 23, 2008, 10:05 PM
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Nonparametric regression with long-memory errors
R. S. Deo Statistics \& Probability Letters 33(1):89--94 (Apr 15, 1997)
to Long memory by smicha on Apr 23, 2008, 10:05 PM
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Long memory and structural changes in the forward discount: An empirical investigation
Kyongwook Choi, and Eric Zivot Journal of International Money and Finance 26(3):342--363 (April 2007)
to Long memory by smicha on Apr 23, 2008, 10:05 PM
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A permanent-transitory decomposition for ARFIMA processes
Miguel A. Ariño, and Francesc Marmol Journal of Statistical Planning and Inference 124(1):87--97 (Aug 1, 2004)
to Long memory by smicha on Apr 23, 2008, 10:05 PM
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Semiparametric estimation in perturbed long memory series
J. Arteche Computational Statistics \& Data Analysis 51(4):2118--2141 (Dec 15, 2006)
to Perturbed long memory by smicha and 1 other user on Apr 23, 2008, 2:55 PM
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Multivariate modelling of long memory processes with common components
Claudio Morana Computational Statistics \& Data Analysis 52(2):919--934 (Oct 15, 2007)
to Long memory by smicha and 1 other user on Apr 23, 2008, 2:55 PM
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Bias in the memory parameter for different sampling rates
Leonardo R. Souza, and Jeremy Smith International Journal of Forecasting 18(2):299--313 (December 2001)
to Long bias memory by smicha on Apr 22, 2008, 3:17 PM
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Effects of temporal aggregation on estimates and forecasts of fractionally integrated processes: a Monte-Carlo study
Leonardo R. Souza, and Jeremy Smith International Journal of Forecasting 20(3):487--502 (December 2003)
to Long bias memory by smicha on Apr 22, 2008, 3:17 PM
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Forecasting electricity demand using generalized long memory
Lacir Jorge Soares, and Leonardo Rocha Souza International Journal of Forecasting 22(1):17--28 (December 2005)
to Long memory by smicha on Apr 22, 2008, 3:17 PM
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