Research ArticleOpen accessIn the keywordsA Generalized Discrete-Time Long Memory Volatility Model for Financial Stock ExchangeChin Wen CheongWe proposed a simple way to combine a few long memory models in financial market volatility modeling using daily, range and high frequency data. This model was able to fit the return, range of daily return or realized volatility under a parametric heavy-tailed distribution. Model was flexible to include additional volatility information as the contemporaneous variables. Empirical results found that … …American Journal of Applied Sciences, Vol. 4, Issue 12 · 31 Dec 2007 · 6,869 accessesView PDFCite