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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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Frequency-dependent processes: a model for short-term memory
C. F. Starmer Journal of Statistical Planning and Inference 33(1):99--106 (October 1992)
to Short-term memory by smicha on Apr 23, 2008, 10:05 PM
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Optimal cache usage for separable image processing algorithms on general purpose workstations
Klamer Schutte, and Geert M. P. van Kempen Signal Processing 59(1):113--122 (May 1997)
to Memory hierarchy 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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Algorithms for the reduction of the input-output operations in the calculation of the two-dimensional Discrete Fourier transform
I. Pitas, and M. G. Strintzis Signal Processing 12(3):277--289 (April 1987)
to Memory reduction 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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Why use Bayesian equalization based on finite data blocks?
Jugurta Montalvão, Bernadette Dorizzi, and João Cesar M. Mota Signal Processing 81(1):137--147 (January 2001)
to Finite equalizer 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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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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Contorted uniform and Pareto distributions
Boyan Dimitrov, and Elart von Collani Statistics \& Probability Letters 23(2):157--164 (May 1, 1995)
to Multiplicative lack memory of by smicha 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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Re-engineering statistical software for efficient parallel execution
K. Murphy, M. Clint, and R. H. Perrott Computational Statistics \& Data Analysis 31(4):441--456 (Oct 28, 1999)
to Distributed machines memory by smicha on Apr 23, 2008, 2:55 PM
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