@mastersthesis{mastersthesis62a3f752,
title   = {Long memory in high frequency time series using wavelets and conditional volatility models},
author = {Pinto, Mateus Gonzalez de Freitas and Chiann, Chang},
year = {2021},
doi = {10.11606/D.45.2021.tde-06052021-100559},
school = {Universidade de São Paulo}
}