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(56)   

• Persistence characteristics of the Chinese stock markets
  Cornelis A. Los and Bing Yu International Review of Financial Analysis17(1):64--82(2008)
  to Long-term dependence by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• Persistence characteristics of Latin American financial markets
  NyoNyo A. Kyaw and Cornelis A. Los and Sijing Zong Journal of Multinational Financial Management16(3):269--290Jul2006.
  to Long-term dependence by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• The extreme-value dependence of Asia-Pacific equity markets
  Stelios D. Bekiros and Dimitris A. Georgoutsos Journal of Multinational Financial Management18(3):197--208Jul2008.
  to Extreme-value dependence by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• Measuring non-linearity, long memory and self-similarity in high-frequency European exchange rates
  Richard T. Baillie and Aydin A. Cecen and Cahit Erkal and Young-Wook Han Journal of International Financial Markets, Institutions and Money14(5):401--418Dec2004.
  to Non-linear dependence by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• Measures of multivariate dependence based on a distance between Fisher information matrices
  K. Zografos Journal of Statistical Planning and Inference89(1-2):91--107Aug2000.
  to Measures dependence of by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Finite sample performance of density estimators under moving average dependence
  M. P. Wand Statistics \& Probability Letters13(2):109--115Jan1992.
  to ARMA models dependence by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• A critical look at Lo's modified R/S statistic
  Vadim Teverovsky and Murad S. Taqqu and Walter Willinger Journal of Statistical Planning and Inference80(1-2):211--227Aug1999.
  to Long-range dependence by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• The long-term memory prediction by multiscale decomposition
  S. Soltani and D. Boichu and P. Simard and S. Canu Signal Processing80(10):2195--2205Oct2000.
  to dependence Long-term by smicha and 1 other person on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Revealing the dependence structure between X(1) and X(n)
  V. Schmitz Journal of Statistical Planning and Inference123(1):41--47Jun2004.
  to structure Dependence by smicha on Apr 23, 2008, 10:05 PM
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• Limit distribution for point processes of high local maxima
  L. Pereira and H. Ferreira Journal of Statistical Planning and Inference97(2):227--233Sep2001.
  to Dependence conditions by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• The local bootstrap for Markov processes
  Efstathios Paparoditis and Dimitris N. Politis Journal of Statistical Planning and Inference108(1-2):301--328Nov2002.
  to Markov dependence by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Non-parametric estimation of the long-range dependence exponent for Gaussian processes
  Gabriel Lang and Jean-Marc Aza"is Journal of Statistical Planning and Inference80(1-2):59--80Aug1999.
  to dependence Long-range by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• On the class of g-monotone dependence functions
  A. Krajka Statistics \& Probability Letters39(3):213--227Aug1998.
  to Monotone dependence functions by smicha on Apr 23, 2008, 10:05 PM
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• Convergence, endogenous growth, and productivity disturbances
  Charles Ka Yui Leung and Danny T. Quah Journal of Monetary Economics38(3):535--547Dec1996.
  to Cross-country dependence by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Square tray distributions
  Norman L. Johnson and Samuel Kotz Statistics \& Probability Letters42(2):157--165Apr1999.
  to of dependence Measures by smicha on Apr 23, 2008, 10:05 PM
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• Does the Australian dollar real exchange rate display mean reversion
  'Olan T. Henry and Nilss Olekalns Journal of International Money and Finance21(5):651--666Oct2002.
  to range Long dependence by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Central limit theorem for the empirical process of a linear sequence with long memory
  Liudas Giraitis and Donatas Surgailis Journal of Statistical Planning and Inference80(1-2):81--93Aug1999.
  to dependence Long-range by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Optimal spectral kernel for long-range dependent time series
  Miguel A. Delgado and Peter M. Robinson Statistics \& Probability Letters30(1):37--43Sep1996.
  to dependence Long-range by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• An exploratory data analysis (EDA) of the paths of moving animals
  David R. Brillinger and Haiganoush K. Preisler and Alan A. Ager and John G. Kie Journal of Statistical Planning and Inference122(1-2):43--63May2004.
  to Dependence by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• A concept of negative dependence using stochastic ordering
  Henry W. Block and Thomas H. Savits and Moshe Shaked Statistics \& Probability Letters3(2):81--86Apr1985.
  to dependence negative and positive by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX