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Some Properties of Absolute Return: An Alternative Measure of Risk. (1995). Ding, Zhuanxin.
In: Annals of Economics and Statistics.
RePEc:adr:anecst:y:1995:i:40:p:67-91.

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  86. How can we define the concept of long memory ? An econometric survey,. (2005). GUEGAN, Dominique.
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  90. Minimum Capital Requirement Calculations for UK Futures. (2004). cotter, john.
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  91. Realized volatility and minimum capital requirements. (2004). cotter, john.
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