Previous studies indicate that the volatility process of financial market has a distinctive long memory.

已有研究结果表明金融市场波动过程具有显著的长期记忆性。

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Standing on the new viewpoint of fractional integration, KPSS test and LW test can find long memory of return and its volatility in Chinese stock market.

从分整特性的新视角，利用KPSS检验和LW检验对我国股市收益及其波动的记忆性特征进行了深入研究。

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To solve the higher peak and fat tail phenomenon, immediate memory and asymmetric features, this paper formulate the volatility model of exchange rate returns using the ARFIMA-EGARCH-M model.

为了解决汇率收益率波动中的“尖峰厚尾”、中期记忆和非对称特征，提出了利用ARFIMA - EGARCH - M模型建立汇率收益率波动模型。

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This is not as a surprise as MRAM combines the best characteristics of RAM and Flash in a single memory that offers high performance, unlimited endurance and non-volatility.

FORBES: Dell and LSI Flip for Everspin MRAM in Data Storage