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An application of Padé approximation to volatility modeling
Gil Fari~na, María Candelaria, (1999)
FIR-GARCH : Realizing Long Memory and Asymmetries in Returns Volatility
Vander Elst, Harry, (2015)
FloGARCH : realizing long memory and asymmetries in returns volatility
A characteristic exponent test for the cauchy distribution
Mulligan, Robert F., (2000)
A fractal analysis of foreign exchange markets
Testing real and monetary business cycle models with endogenous technology
Mulligan, Robert F., (1993)