Preface
Summary
Dask resume
Chapter 1 Modeling sequences of long memory non-negative covariance stationary random variables
Chapter 2 Long memory ARCH(1) models: specification and quasi–maximum likelihood estimation
Chapter 3 Nonstationary models for volatility of speculative returns:with application to foreign exchange data
Chapter 4 Conditional heteroscedasticity model for discrete high-frequency price changes: with application to IBM trades data