COVER FEATURE - The naked truth about pensions - The thorough and long-awaited Pensions Commission final report is out. So what are its main proposals and how likely are they to pass the government's five tests?

Fractional cointegration in stochastic volatility models

Gonçalves da Silva, Afonso, (2007)

Adapting to unknown disturbance autocorrelation in regression with long memory

Hidalgo, Javier, (2001)

Efficiency improvements in inference on stationary and nonstationary fractional time series

Robinson, Peter, (2004)