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Quantile coherency : a general measure for dependence between cyclical economic variables
Baruník, Jozef, (2019)
Some properties of absolute return : an alternative measure of risk
Granger, C. W. J., (1993)
Mean-reversion risk and the random walk hypothesis
Jones, C. Kenneth, (2023)
A long memory property of stock market returns and a new model
Ding, Zhuanxin, (1992)
Stylized facts on the temporal and distributional properties of daily data from speculative markets
Granger, C. W. J., (1994)
Varieties of long memory models