5KANG S H, YOON S.Long memory properties in return and volatility: Evidence from the Korean stock market[J].Physica A,2007,385:591-600. 被引量：1
6DE MELO MENDES B V, KOLEV N.How long memory in volatility affects true dependence structure[J].Intemational Review of Financial Analysis,2008,17:1070-1086. 被引量：1
7ADNAN K, SAADET K,ERDOST T.Dual long memory property in returns and volatility: Evidence from the CEE countries' stock markets[J].Emerging Markets Review,2009(2): 1 -18. 被引量：1
8BAILLIE R T, BOLLERSLEV T, MIKKELSEN H O.Fractionally integrated generalized autoregressive conditional heteroskedasticity[J].Joumal of Econometrics, 1996,74( 1 ):3-30. 被引量：1
9BOLLERSLEV T, OLE MIKKENLSEN H.Modeling and pricing long memory in stock market volatility[J].Journal of Econometrics, 1996,73(1): 151-184. 被引量：1
10DIEBOLD F X,HUSTED S,RUSH M.Real exchange rates under the gold standard[J].Journal of Political Economy,1991;99:1252-1271. 被引量：1
