Abdol S. Soofi, Shouyang Wang, Yuqin Zhang. Testing for Long Memory in the Asian Foreign Exchange Rates. J. Systems Science & Complexity, 19(2):182-190, 2006. [doi]
@article{SoofiWZ06,
title = {Testing for Long Memory in the Asian Foreign Exchange Rates},
author = {Abdol S. Soofi and Shouyang Wang and Yuqin Zhang},
year = {2006},
doi = {10.1007/s11424-006-0182-5},
url = {http://dx.doi.org/10.1007/s11424-006-0182-5},
researchr = {https://researchr.org/publication/SoofiWZ06},
cites = {0},
citedby = {0},
journal = {J. Systems Science & Complexity},
volume = {19},
number = {2},
pages = {182-190},
}