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Cited by

• 1995Survival293 cited
• 2008Some comments on Hurst exponent and the long memory processes on capital markets276 cited
• 1995Fractals and Intrinsic Time - a Challenge to Econometricians258 cited
• 2008The impact of heterogeneous trading rules on the limit order book and order flows249 cited
• 1995A search for long memory in international stock market returns236 cited
• 2004Modelling structural breaks, long memory and stock market volatility: an overview221 cited
• 2010Carbon price volatility: Evidence from EU ETS221 cited
• 2001Long‐term memory in stock market returns: international evidence197 cited
• 1996Long-term dependence in stock returns182 cited
• 1982R/S analysis of foreign exchange rates under two international monetary regimes146 cited
• 1993TESTS FOR FRACTIONAL INTEGRATION:A MONTE CARLO INVESTIGATION142 cited
• 1975Limit Theorem on the Self-Normalized Range for Weakly and Strongly Dependent Process133 cited
• 1990Testing for covariance stationarity in stock market data111 cited
• 1993Do Gold Market Returns Have Long Memory?109 cited
• 1991Uncertainty and implied variance bounds in long-memory models of the interest rate term structure