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10 Granger, C., "Long Memory Relationships and the Aggregation of Dynamic Models" 14 : 227-238, 1980
1 Mandelbrot, B., "When Can Price Be Arbitraged Efficiently? A Limit to the Validity of the Random Walk and Martingale Models" 53 : 2-25, 1971
2 Tsay, W., "The Long Memory Story of the Real Interest Rate" 67 : 325-330, 2000
3 Hog, E., "The Fractional O-U Process：Term Structure Theory and Application" 2006
4 Cajueriro, D., "Testing for Fractional Dynamics in the Brazilian Term Structure of Interest Rates" Working Paper 2003
5 MaCarthy, J., "Test Long Range Dependence in Interest Rate Using Wavelet" 44 : 180-189, 2004
6 Duncan, T., "Stochastic Calculus for fBm" 38 : 582-612, 2000
7 Kleptsyna, M., "Parameter Estimation and Optimal Filtering for Fractional Type Stochastic Systems" 3 : 173-182, 2000
8 Benth, F., "On Arbitrage Free Pricing of Weather Derivatives Based on Factional Brownian Motion" University of Oslo 2003
9 Cheridito, P., "Market Price of Risk Specifications for Affine Models：Theory and Evidence" 2003
10 Granger, C., "Long Memory Relationships and the Aggregation of Dynamic Models" 14 : 227-238, 1980
11 Baillie, R., "Long Memory Processes and Fractional Integration in Econometrics" 73 : 5-59, 1996
12 Backus, D., "Long Memory Inflation Uncertainty：Evidence of the Term Structure of Interest Rate" 25 : 681-700, 2003
13 Comte, F., "Long Memory Continuous Time Model" 73 : 101-149, 1996
14 Barkoulas, J., "Fractional Dynamics in Japanese Financial Time Series" 6 : 115-124, 1998
15 이준희, "Fractional Brownian Motion을 이용한 이자율 모형" 25 (25): 85-108, 2008
16 Mandelbrot, B., "Fractional Brownian Motions, Fractional Noises and Applications" 10 : 422-437, 1968
17 Oksendal. B., "Fractional Brownian Motion in Finance" 2003
18 Dai, Q., "Expectation Puzzles, Time Varying Risk Premia and Dynamics Models of the Term Structure" 63 : 415-441, 2002
19 Brody, D. J., "Dynamical Pricing of Weather Derivatives" 2 : 189-198, 2002
20 Rogers, C. C., "Arbitrage with fBm" 7 : 95-105, 1997
21 Bender, C., "An Ito Formula for Generalized Functional of a fBm with Arbitrary Hurst Parameters" 104 : 81-106, 2003
22 Norros, I., "An Elementary Approach to a Girsanov Formula and Other Analytical Results on Fractional Brownian Motions" 2000
23 Bjork, T, "A Note on Wick Products and the Fractional Black-Scholes Model" 9 : 197-209, 2005
24 GilBazo, J., "A Nonparametric Dimension Test of Term Structure" 2003
25 Elliot, R., "A General Fractional White Noise Theory and Application to Finance" 13 : 301-303, 2003
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