Baillie, Richard T. and Kapetanios, George <br/><br/>
Testing for neglected nonlinearity in long memory models 
 J7992  2007 

 -  2007 
 - 447-461  V.  25  Issue.   4 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Economic Statistics
<br/><br/><label>Subjects--Index Terms: </label>Absolute return;Artificial neural network;Long memory;Nonlinearity;Real exchange rate;Realized volatility;