找到非正式版，看看是否有用～～

好文章,我也下了一部分文章在看.

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

Anindya Banerjee, Giovanni Urgab, Modelling structural breaks, long memory and stock market volatility: an overview[J]. Journal of Econometrics. 2005, (129): 1–34

W.J. Granger and N. Hyung, Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns[J], Journal of Empirical Finance,2004,(11):399–421.

Diebold and Inoue. Long memory and regime switching[J], Journal of Econometrics,2001(105):131–159.

非常感谢分享