Pong, Shiuyan et al <br/><br/>
Distinguishing short and long memory volatility specifications 
 2008 

 -  2008 
 - 617-637  V.  11  Issue.   3 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>Long Memory;Power;Size;Spectral test;Volatility;