Jun 30 2025 Guglielmo Maria Caporale , Luis Alberiko Gil-Alana and Sakiru Solarin   Persistence in US real personal consumption expenditure: durable versus non-durable goods   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 26 2019 Amélie Charles and Olivier Darné   Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 30 2018 Refk Selmi , Aviral Kumar Tiwari and Shawkat Hammoudeh   Efficiency or speculation? A dynamic analysis of the Bitcoin market   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 27 2017 Riadh El Abed   On the Co-movements among East Asian Foreign Exchange Markets: A Multivariate FIAPARCH-DCC approach   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 09 2017 Taro Ikeda   Fractal analysis revisited: The case of the US industrial sector stocks   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 03 2014 Cleomar Gomes da Silva and Flávio Vilela Vieira   BRICS countries: real interest rates and long memory   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 02 2013 Luis a. Gil-alana and Liang Jiang   Unemployment in the US. Unemployment rate versus claimant counts. Mean reversion, persistence or hysteresis   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 16 2012 Marcelo Resende   Long Memory in Mergers and Acquisitions: Sectoral Evidence for an Emerging Economy   Abstract  Contact Information  Citation  Full Text  -  Note   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   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 27 2012 Ghassen El Montasser and Ahdi Noomen Ajmi   The fractional integrated bi- parameter smooth transition autoregressive model   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 08 2010 Siow-Hooi Tan and Mohammad Tariqul Islam Khan   Long Memory Features in Return and Volatility of the Malaysian Stock Market   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 11 2010 Marcel Aloy , Mohamed Boutahar , Karine Gente and Anne Péguin-feissolle   Fractional integration and cointegration in stock prices and exchange rates   Abstract  Contact Information  Citation  Full Text  -  Note   May 22 2008 Laurent Ferrara and Dominique Guégan   Business surveys modelling with Seasonal-Cyclical Long Memory models   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 06 2006 Haibin Wu   Wavelet Estimation of Time Series Regression with Long Memory Processes   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 03 2004 Luis Alberiko Gil-Alana   A fractionally integrated model for the Spanish real GDP   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 07 2003 jérôme Fillol and Fabien Tripier   The scaling function-based estimator of the long memory parameter: a comparative study   Abstract  Contact Information  Citation  Full Text  -  Note   May 19 2003 Jussi Tolvi   Long memory in a small stock market   Abstract  Contact Information  Citation  Full Text  -  Note