On the autoregressive fractional unit integrated moving average (ARFUIMA) process

von Shittu, Olanrewaju I.
Veröffentlicht in Asian African journal of economics and econometrics (2012)

Fractional integration and asymmetric volatility in European, American and Asian bull and bear markets : application to high-frequency stock data

von Yaya, OlaOluwa S.
Veröffentlicht in International journal of finance & economics (2015)

On the persistence and volatility in European, American and Asian stocks bull and bear markets

von Gil-Alaña, Luis A.
Veröffentlicht in Journal of international money and finance (2014)