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Investigating long memory in yield spreads
McCarthy, Joseph; Pantalone, Coleen; Li, H. C. - In: The journal of fixed income 19 (2009/10) 1, pp. 73-81
Persistent link: https://www.econbiz.de/10003875981
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An investigation of long memory in various measures of stock market volatility, using wavelets and aggregate series
DiSario, Robert; Saraoglu, Hakan; McCarthy, Joseph; Li, … - In: Journal of economics and finance 32 (2008) 2, pp. 136-147
Persistent link: https://www.econbiz.de/10003710699