我正在看类似文章,主要是 Long Memory 和 Structural Breaks 可以交流一下吗,谢谢
Kyongwook Choi , Wei-Choun Yu, Eric Zivot . Long Memory versus Structural Breaks in Modeling and Forecasting Realized Volatility[J]. Journal of International Money and Finance.2010, 29(5): 857–875
Zhongjun Qu. A Test Against Spurious Long Memory[J]. Journal of Business & Economic Statistics,2011.29(3):433-438