Long memory in REIT volatility and changes in the unconditional mean: a modified FIGARCH approach

2014 ◽  
Vol 31 (4) ◽  
pp. 315-332 ◽  
Author(s):  
Ivelina Pavlova ◽  
Jang Hyung Cho ◽  
A.M. Parhizgari ◽  
William G. Hardin
Keyword(s):  
Long Memory ◽  
Reit Volatility

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

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Long Memory ◽  
Dsge Models
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