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Mar 03 2014 Cleomar Gomes da Silva and Flávio Vilela Vieira
  BRICS countries: real interest rates and long memory
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Aug 02 2013 Luis a. Gil-alana and Liang Jiang
  Unemployment in the US. Unemployment rate versus claimant counts. Mean reversion, persistence or hysteresis
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Oct 16 2012 Marcelo Resende
  Long Memory in Mergers and Acquisitions: Sectoral Evidence for an Emerging Economy
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Mar 26 2012 Dimitrios P. Louzis , Spyros Xanthopoulos - Sissinis and Apostolos P. Refenes
  Stock index Value-at-Risk forecasting: A realized volatility extreme value theory approach
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Feb 27 2012 Ghassen El Montasser and Ahdi Noomen Ajmi
  The fractional integrated bi- parameter smooth transition autoregressive model
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Dec 08 2010 Siow-Hooi Tan and Mohammad Tariqul Islam Khan
  Long Memory Features in Return and Volatility of the Malaysian Stock Market
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Jan 11 2010 Marcel Aloy , Mohamed Boutahar , Karine Gente and Anne Péguin-feissolle
  Fractional integration and cointegration in stock prices and exchange rates
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May 22 2008 Laurent Ferrara and Dominique Guégan
  Business surveys modelling with Seasonal-Cyclical Long Memory models
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Dec 06 2006 Haibin Wu
  Wavelet Estimation of Time Series Regression with Long Memory Processes
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Mar 03 2004 Luis Alberiko Gil-Alana
  A fractionally integrated model for the Spanish real GDP
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Oct 07 2003 jérôme Fillol and Fabien Tripier
  The scaling function-based estimator of the long memory parameter: a comparative study
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May 19 2003 Jussi Tolvi
  Long memory in a small stock market
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