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2. Long Memory and Correlation Structures of Select Stock Returns Using Novel Wavelet and Fractal Connectivity Networks. (2020). Bhandari, Avishek.
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3. Wavelet Estimation Performance of Fractional Integrated Processes with Heavy-Tails. (2020). Boubaker, Heni.
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4. Long memory in select stock returns using an alternative wavelet log-scale alignment approach. (2020). Kamaiah, Bandi ; Bhandari, Avishek.
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5. Long-Memory Modeling and Forecasting: Evidence from the U.S. Historical Series of Inflation. (2018). Miller, Stephen ; GUPTA, RANGAN ; Canarella, Giorgio ; Boubaker, Heni.
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6. Mutual information and persistence in the stochastic volatility of market returns: An emergent market example. (2017). Dima, Bogdan.
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7. A Comparative Study of the Performance of Estimating Long-Memory Parameter Using Wavelet-Based Entropies. (2016). Boubaker, Heni.
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8. Wavelet Estimation of Gegenbauer Processes: Simulation and Empirical Application. (2015). Boubaker, Heni.
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1. Quasi-maximum Likelihood Estimation And Bootstrap Inference In Fractional Time Series Models With Heteroskedasticity Of Unknown Form. (2016). Taylor, Robert ; Nielsen, Morten ; Cavaliere, Giuseppe ; A. M. Robert Taylor, .
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   RePEc:qed:wpaper:1324.

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2. Persistence in Convergence: Some further results. (2016). Yazgan, Ege ; Stengos, Thanasis ; Ozkan, Harun.
   In: Working Papers.
   RePEc:gue:guelph:2016-05.

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3. Performance of the Multifractal Model of Asset Returns (MMAR): Evidence from Emerging Stock Markets. (2016). Gunay, Samet ; Gnay, Samet .
   In: IJFS.
   RePEc:gam:jijfss:v:4:y:2016:i:2:p:11-:d:70218.

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4. Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence. (2015). Laurent, Sébastien ; Hecq, Alain ; Chevillon, Guillaume.
   In: Working Papers.
   RePEc:hal:wpaper:hal-01158524.

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5. High versus Low Inflation: Implications for Price-Level Convergence. (2015). YILMAZKUDAY, HAKAN ; Yazgan, Ege.
   In: Working Papers.
   RePEc:fiu:wpaper:1503.

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6. Forecasting long memory series subject to structural change: A two-stage approach. (2015). Dias, Gustavo Fruet ; Papailias, Fotis.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:31:y:2015:i:4:p:1056-1066.

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7. Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence. (2015). Laurent, Sébastien ; Hecq, Alain ; Chevillon, Guillaume.
   In: ESSEC Working Papers.
   RePEc:ebg:essewp:dr-15007.

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8. Linkages between the US and European Stock Markets: A Fractional Cointegration Approach. (2015). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Orlando, James C.
   In: Discussion Papers of DIW Berlin.
   RePEc:diw:diwwpp:dp1505.

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9. The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks. (2015). Gil-Alana, Luis ; Carcel, Hector ; Caporale, Guglielmo Maria.
   In: CESifo Working Paper Series.
   RePEc:ces:ceswps:_5630.

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10. Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads. (2015). Rodriguez Caballero, Carlos ; Haldrup, Niels ; Ergemen, Yunus Emre ; Rodriguez-Caballero, Carlos Vladimir.
    In: CREATES Research Papers.
    RePEc:aah:create:2015-58.

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11. High versus Low Inflation: Implications for Price-Level Convergence. (2014). YILMAZKUDAY, HAKAN ; Yazgan, Ege.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:1412.

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12. Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process. (2014). Bardet, Jean-Marc ; Tudor, Ciprian.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:131:y:2014:i:c:p:1-16.

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13. The persistence and asymmetric volatility in the Nigerian stock bull and bear markets. (2014). YAYA, OLAOLUWA ; Gil-Alana, Luis.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:38:y:2014:i:c:p:463-469.

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14. Modified information criteria and selection of long memory time series models. (2014). Kapetanios, George ; Baillie, Richard T. ; Papailias, Fotis.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:76:y:2014:i:c:p:116-131.

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15. Youth Unemployment in Europe: Persistence and Macroeconomic Determinants. (2014). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4696.

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16. Long memory in US real output per capita. (2013). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: Empirical Economics.
    RePEc:spr:empeco:v:44:y:2013:i:2:p:591-611.

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17. Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach. (2013). GUPTA, RANGAN ; Gil-Alana, Luis ; André, Christophe ; Andre, Christophe.
    In: Working Papers.
    RePEc:pre:wpaper:201359.

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18. Testing for Persistence in Housing Price-to-Income and Price-to-Rent Ratios in 16 OECD Countries. (2013). GUPTA, RANGAN ; Gil-Alana, Luis ; André, Christophe ; Andre, Christophe.
    In: Working Papers.
    RePEc:pre:wpaper:201321.

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19. Long memory in the ukrainian stock market and financial crises. (2013). Plastun, Alex ; Makarenko, Inna ; Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: MPRA Paper.
    RePEc:pra:mprapa:59061.

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20. Estimating the Long-Memory Parameter in Nonstationary Processes Using Wavelets. (2013). PEGUIN-FEISSOLLE, Anne ; Boubaker, Heni.
    In: Computational Economics.
    RePEc:kap:compec:v:42:y:2013:i:3:p:291-306.

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21. A unified framework for testing in the linear regression model under unknown order of fractional integration. (2013). Sibbertsen, Philipp ; Kruse, Robinson ; Christensen, Bent Jesper.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-519.

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22. Testing for a break in trend when the order of integration is unknown. (2013). Taylor, Robert ; Leybourne, Stephen ; Iacone, Fabrizio ; Robert Taylor, A. M., .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:176:y:2013:i:1:p:30-45.

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23. Unemployment in the US. Unemployment rate versus claimant counts. Mean reversion, persistence or hysteresis. (2013). Gil-Alana, Luis ; Jiang, Liang.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-11-00705.

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24. Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate. (2013). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1294.

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25. Long Memory in the Ukrainian Stock Market. (2013). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1279.

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26. Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate. (2013). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4224.

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27. A unified framework for testing in the linear regression model under unknown order of fractional integration. (2013). Sibbertsen, Philipp ; Kruse, Robinson ; Christensen, Bent Jesper.
    In: CREATES Research Papers.
    RePEc:aah:create:2013-35.

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28. Inflation Convergence in Central and Eastern Europe with a View to Adopting the Euro. (2012). Taylor, Karl ; Gil-Alana, Luis ; Cuestas, Juan.
    In: Working Papers.
    RePEc:shf:wpaper:2012005.

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29. Persistence in Real Exchange Rate Convergence. (2012). Yazgan, Ege ; Stengos, Thanasis.
    In: Working Paper series.
    RePEc:rim:rimwps:16_12.

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30. Comparaison of several estimation procedures for long term behavior. (2012). GUEGAN, Dominique ; Lu, Zhiping ; Zhu, BeiJia .
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:12008.

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31. Persistence in Real Exchange Rate Convergence.. (2012). Yazgan, Ege ; Stengos, Thanasis.
    In: Working Papers.
    RePEc:gue:guelph:2012-07..

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32. Comovements among U.S. state housing prices: Evidence from fractional cointegration. (2012). Payne, James ; Gil-Alana, Luis ; Barros, Carlos Pestana.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:3:p:936-942.

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33. Testing the Marshall-Lerner Condition in Kenya. (2012). Mudida, Robert ; Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1247.

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34. Long Memory in German Energy Price Indices. (2012). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Barros, Carlos P..
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1186.

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35. Long Memory in German Energy Price Indices. (2012). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Barros, Carlos Pestana.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3935.

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36. Stock market prices in China. Efficiency, mean reversion, long memory volatility and other implicit dynamics. (2011). Gil-Alana, Luis ; Cao, Yun.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp1211.

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37. Persistence in Convergence. (2011). Yazgan, Ege ; Stengos, Thanasis.
    In: Working Paper series.
    RePEc:rim:rimwps:34_11.

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38. An I() model with trend and cycles. (2011). Abadir, Karim ; Distaso, Walter ; Giraitis, Liudas.
    In: Post-Print.
    RePEc:hal:journl:peer-00834425.

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39. Estimation of fractional integration under temporal aggregation. (2011). Hassler, Uwe.
    In: Post-Print.
    RePEc:hal:journl:peer-00815563.

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40. An I() model with trend and cycles. (2011). Abadir, Karim ; Distaso, Walter ; Giraitis, Liudas.
    In: Post-Print.
    RePEc:hal:journl:hal-00834425.

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41. Estimation of fractional integration under temporal aggregation. (2011). Hassler, Uwe.
    In: Post-Print.
    RePEc:hal:journl:hal-00815563.

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42. Persistence in Convergence. (2011). Yazgan, Ege ; Stengos, Thanasis.
    In: Working Papers.
    RePEc:gue:guelph:2011-05..

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43. An I(d) model with trend and cycles. (2011). Giraitis, Liudas ; Abadir, Karim ; Distaso, Walter.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:163:y:2011:i:2:p:186-199.

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44. Estimation of fractional integration under temporal aggregation. (2011). Hassler, Uwe.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:162:y:2011:i:2:p:240-247.

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45. Local Whittle estimation of multi‐variate fractionally integrated processes. (2011). Nielsen, Frank S..
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:32:y:2011:i:3:p:317-335.

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46. Estimators of long-memory: Fourier versus wavelets. (2009). Taqqu, Murad S. ; Fa, Gilles ; Roueff, Franois ; Moulines, Eric.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:151:y:2009:i:2:p:159-177.

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47. Two estimators of the long-run variance: Beyond short memory. (2009). Giraitis, Liudas ; Abadir, Karim ; Distaso, Walter.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:150:y:2009:i:1:p:56-70.

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48. Local Whittle estimation of multivariate fractionally integrated processes. (2009). Nielsen, Frank.
    In: CREATES Research Papers.
    RePEc:aah:create:2009-38.

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49. Local polynomial Whittle estimation covering non-stationary fractional processes. (2008). Nielsen, Frank.
    In: CREATES Research Papers.
    RePEc:aah:create:2008-28.

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50. Log Periodogram Regression: The Nonstationary Case. (2006). Phillips, Peter ; Kim, Chang Sik.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1587.

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