El profesor Gabriel Rodríguez ha publicado el artículo

Modeling Latin-American stock and Forex markets volatility: Empirical application of a model with random level shifts and genuine long memory.

North American Journal of Economics and Finance, 2017, 42, 393-420.

PUede acceder al documento: http://www.sciencedirect.com/science/article/pii/S1062940817302413