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Citation: N. Crato et Bk. Ray, MODEL SELECTION AND FORECASTING FOR LONG-RANGE DEPENDENT PROCESSES, Journal of forecasting, 15(2), 1996, pp. 107-125

Authors: CRATO N DELIMA PJF

Citation: N. Crato et Pjf. Delima, LONG-RANGE DEPENDENCE IN THE CONDITIONAL VARIANCE OF STOCK RETURNS, Economics letters, 45(3), 1994, pp. 281-285

Authors: CRATO N ROTHMAN P

Citation: N. Crato et P. Rothman, FRACTIONAL-INTEGRATION ANALYSIS OF LONG-RUN BEHAVIOR FOR US MACROECONOMIC TIME-SERIES, Economics letters, 45(3), 1994, pp. 287-291