The risks of cryptocurrencies with long memory in volatility, non-normality and behavioural insights

2021 ◽  
Vol 53 (17) ◽  
pp. 1991-2014
Author(s):  
Tak Kuen Siu
Keyword(s):  
Long Memory ◽  
Behavioural Insights

Term-Long Memory

1984 ◽  
Vol 29 (7) ◽  
pp. 576-577
Author(s):  
Leonard D. Stern
Keyword(s):  
Long Memory

Limit theorems for long-memory flows on Wiener chaos

Bernoulli ◽  
2020 ◽  
Vol 26 (2) ◽  
pp. 1473-1503 ◽  
Author(s):  
Shuyang Bai ◽  
Murad S. Taqqu
Keyword(s):  
Long Memory ◽  
Limit Theorems ◽  
Wiener Chaos

Statistical benefits of value-at-risk with long memory

2005 ◽  
Vol 7 (4) ◽  
pp. 21-45 ◽  
Author(s):  
Andrea Beltratti ◽  
Claudio Morana
Keyword(s):  
At Risk ◽  
Long Memory ◽  
Value At Risk

Estimating DSGE Models with Long Memory Dynamics

2008 ◽  
Author(s):  
Gianluca Moretti ◽  
Giulio Nicoletti
Keyword(s):  
Long Memory ◽  
Dsge Models
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