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2. Analysis of the Dynamics of Mexican Inflation Using Wavelets.. (2009). Ysusi, Carla .
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3. Strong comovements of exchange rates: Theoretical and empirical cases when currencies become the same asset. (2008). Kühl, Michael ; Kuhl, Michael.
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4. Long memory in the volatility of an emerging equity market: The case of Turkey. (2008). Saraoglu, Hakan ; DiSario, Robert ; McCarthy, Joseph ; Li, Hsi.
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5. The Empirical Properties of Some Popular Estimators of Long Memory Processes. (2008). Rea, William ; Oxley, Les ; Brown, Jennifer ; Reale, Marco .
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6. U.S. Core Inflation: A Wavelet Analysis. (2006). Dowd, Kevin ; cotter, john.
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7. Testing for Long Memory and Nonlinear Time Series: A Demand for Money Study. (2006). O'Brien, Edward ; Bond, Derek ; OBrien, Edward J. ; Harrison, Michael J.
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8. An intuitive guide to wavelets for economists. (2005). Crowley, Patrick.
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9. An intuitive guide to wavelets for economists. (2005). Crowley, Patrick.
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10. Testing for Long Memory and Nonlinear Time Series: A Demand for Money Study. (2005). O'Brien, Edward ; Bond, Derek ; Harrison, Michael J..
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11. Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration. (2005). Nielsen, Morten ; Frederiksen, Per .
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12. A REEXAMINATION OF FRACTIONAL INTEGRATING DYNAMICS IN FOREIGN CURRENCY MARKETS. (2004). Jin, Hyun ; Elder, John ; Koo, Won W..
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13. An Introduction to Wavelets for Economists. (2002). Schleicher, Christoph.
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14. WAVELET-BASED ESTIMATION PROCEDURES FOR SEASONAL LONG-MEMORY MODELS. (2000). Whitcher, Brandon .
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15. An Approximate Wavelet MLE of Short and Long Memory Parameters. (1999). Jensen, Mark.
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1. Affine representations of fractional processes with applications in mathematical finance. (2018). Harms, Philipp ; Stefanovits, David.
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2. Persistence and cyclical dependence in the monthly euribor rate. (2016). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
   In: Journal of Economics and Finance.
   RePEc:spr:jecfin:v:40:y:2016:i:1:p:157-171.

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3. Generalized Fractional Processes with Long Memory and Time Dependent Volatility Revisited. (2016). Asai, Manabu ; Peiris, Shelton M.
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4. Long memory affine term structure models. (2016). Golinski, Adam ; Zaffaroni, Paolo ; Goliski, Adam .
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   RePEc:eee:econom:v:191:y:2016:i:1:p:33-56.

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5. Chaos recognition and fractal analysis in the term structure of Shanghai Interbank Offered Rate. (2014). Gu, Rongbao ; Li, Xinjie ; Chen, XI.
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   RePEc:eee:phsmap:v:412:y:2014:i:c:p:101-112.

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6. A fractional credit model with long range dependent default rate. (2013). Kluppelberg, Claudia ; Fink, Holger ; Biagini, Francesca.
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   RePEc:eee:spapps:v:123:y:2013:i:4:p:1319-1347.

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7. Indirect Inference in fractional short-term interest rate diffusions. (2013). Laurini, Márcio ; Hotta, Luiz.
   In: Mathematics and Computers in Simulation (MATCOM).
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8. Uncovering the US term premium: An alternative route. (2012). Moreno, Antonio ; Gil-Alana, Luis.
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9. Inflation forecasting in Angola: a fractional approach. (2012). Gil-Alana, Luis ; Barros, Carlos.
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10. Interest rates factor model. (2011). Kim, Min Jae ; Lee, Sangwook.
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11. Inflation in South Africa. A long memory approach. (2011). Gil-Alana, Luis.
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12. Persistence and Cyclical Dependence in the Monthly Euribor Rate. (2011). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
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13. Persistence and Cyclical Dependence in the Monthly Euribor Rate. (2011). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
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14. The Distribution of London Metal Exchange Prices: A Test of the Fractal Market Hypothesis. (2010). Panas, Epaminondas ; Ninni, Vassilia .
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15. Fluctuation Dynamics in US Interest Rates and the Role of Monetary Policy. (2010). Tabak, Benjamin ; Cajueiro, Daniel.
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16. Multi-Factor Gegenbauer Processes and European Inflation Rates. (2009). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
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17. Fractional Integration and Cointegration: Testing the Term Structure of Interest Rates. (2009). Zhang, Dayong ; Barassi, Marco.
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18. On the Generalized Brownian Motion and its Applications in Finance. (2008). Schiemert, Daniel ; Frederiksen, Per ; Hog, Esben .
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19. On the need for a new approach to analyzing monetary policy. (2008). Kehoe, Patrick ; Atkeson, Andrew.
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20. Some comments on Hurst exponent and the long memory processes on capital markets. (2008). TRINIDAD, JUAN ; Pérez, Jose ; Perez, Garcia J. ; Trinidad Segovia, J. E., ; Sanchez Granero, M. A., .
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21. Is long memory necessary? An empirical investigation of nonnegative interest rate processes. (2008). Duan, Jin-Chuan ; Jacobs, Kris.
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22. Comovements in Volatility in the Euro Money Market. (2007). MORANA, CLAUDIO ; Cassola, Nuno.
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23. Long-range dependence and multifractality in the term structure of LIBOR interest rates. (2007). Tabak, Benjamin ; Cajueiro, Daniel.
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24. Estimating the Fractionally Integrated Model with a Break in the Differencing Parameter. (2007). .
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25. The Fractional OU Process: Term Structure Theory and Application. (2006). Hoeg, Esben.
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26. The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application. (2006). Hog, Espen P. ; Frederiksen, Per H..
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27. Linear cointegration of nonlinear time series with an application to interest rate dynamics. (2006). Nesmith, Travis ; Jones, Barry.
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28. Comovements in volatility in the euro money market. (2006). MORANA, CLAUDIO ; Cassola, Nuno.
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29. Is the observed persistence spurious? A test for fractional integration versus short memory and structural breaks. (2005). Mayoral, Laura.
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30. Joint Tests for Long Memory and Non-linearity: The Case of Purchasing Power Parity. (2004). Smallwood, Aaron.
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31. Long memory in the U.S. interest rate. (2004). Gil-Alana, Luis.
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32. Strong dependence in the real interest rates. (2003). Gil-Alana, Luis.
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33. Long memory in the interest rates in some Asian countries. (2003). Gil-Alana, Luis.
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34. A Non-Parametric Dimension Test of the Term Structure. (2002). Rubio, Gonzalo.
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35. Shifting endpoints in the term structure of interest rates. (2001). Tinsley, Peter ; Kozicki, Sharon.
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36. Term structure views of monetary policy under alternative models of agent expectations. (2001). Tinsley, Peter ; Kozicki, Sharon.
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37. Short and Long Memory in Equilibrium Interest Rate Dynamics. (2001). Duan, Jin-Chuan ; Jacobs, Kris.
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38. Modeling long memory in stock market volatility. (2000). Liu, Ming.
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39. Estimating the differencing parameter via the partial autocorrelation function. (2000). CHONG, Terence Tai Leung.
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40. Optimal Investment, Growth Options, and Security Returns. (1998). Green, Richard ; Berk, Jonathan ; Naik, Vasant.
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41. Using Wavelets to Obtain a Consistent Ordinary Least Squares Estimator of the Long Memory Parameter. (1997). Jensen, Mark.
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47. The term structure of interest rates in real and monetary economies. (1995). Denhaan, Wouter ; den Haan, Wouter J..
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48. Reverse Engineering the Yield Curve. (1994). Zin, Stanley ; Backus, David.
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49. An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates. (1994). Baum, Christopher ; Liu, Olin.
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50. Moving Endpoints in Macrofinance. (). Tinsley, Peter ; Kozicki, Sharon.
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