References

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• 1993A long memory property of stock market returns and a new model3,257 cited
• 1983THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS2,936 cited
• 1996Fractionally integrated generalized autoregressive conditional heteroskedasticity2,290 cited
• 1998Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models2,265 cited
• 1986Modelling the persistence of conditional variances2,068 cited
• 1991Long-Term Memory in Stock Market Prices1,743 cited
• 1989Long-term Memory in Stock Market Prices1,433 cited
• 1996Modeling and pricing long memory in stock market volatility1,208 cited
• 1998The detection and estimation of long memory in stochastic volatility618 cited
• 1988Volatility persistence and stock valuations: Some empirical evidence using garch519 cited
• 1993Long Memory in Foreign-Exchange Rates359 cited
• 1995A search for long memory in international stock market returns236 cited
• 1992Stock returns and volatility: An empirical study of the UK stock market200 cited
• 2007Long memory in stochastic volatility197 cited