@inproceedings{inproceedingse9b52fef, title = {Long memory in high frequency time series using wavelets and conditional volatility models}, author = {Pinto, Mateus Gonzalez de Freitas and Marques, Guilherme de Oliveira Lima Cagliari and Chiann, Chang}, year = {2022}, publisher = {ABE}, booktitle = {Simpósio Nacional de Probabilidade e Estatística - SINAPE} }