paper.bib

@book{Beran2013,
  author    = {Jan Beran and Yuanhua Feng and Sucharita Ghosh and Rafal Kulik},
  doi       = {10.1007/978-3-642-35512-7},
  isbn      = {9783642355110},
  issn      = {0266-4763},
  journal   = {Springer Verlag},
  pages     = {1-892},
  publisher = {Springer},
  title     = {Long-Memory Processes: Probabilistic Theories and Statistical Methods},
  url       = {http://onlinelibrary.wiley.com/doi/10.1002/9780470131466.ch3/summary},
  year      = {2013}
}

@article{juliaprimer,
  author    = {Bezanson, Jeff and Edelman, Alan and Karpinski, Stefan and Shah, Viral B},
  doi       = {10.1137/141000671},
  journal   = {SIAM review},
  number    = {1},
  pages     = {65--98},
  publisher = {SIAM},
  title     = {Julia: A Fresh Approach to Numerical Computing},
  volume    = {59},
  year      = {2017}
}

@article{R:fracdiff,
  author  = {Maechler, M.},
  journal = {R package version 1.5-2},
  title   = {`fracdiff`: Fractionally Differenced ARIMA Models},
  url     = {https://CRAN.R-project.org/package=fracdiff},
  doi     = {10.32614/CRAN.package.fracdiff},
  year    = {2022}
}

@manual{R:lang,
  address      = {Vienna, Austria},
  author       = {{R Core Team}},
  organization = {R Foundation for Statistical Computing},
  title        = {R: A Language and Environment for Statistical Computing},
  url          = {https://www.R-project.org/},
  year         = {2023}
}

@ARTICLE{BenchmarkToolsJL,
  author =	 {{Chen}, J. and {Revels}, J.},
  title =	 "{Robust benchmarking in noisy environments}",
  journal =	 {arXiv e-prints},
  year =	 2016,
  month =	 "Aug",
  doi =	 {10.48550/arXiv.1608.04295},
  archivePrefix ={arXiv},
  url = {https://arxiv.org/abs/1608.04295}
}

@article{R:LongMemoryTS,
    title = {`LongMemoryTS`: Long Memory Time Series},
    author = {Leschinski, C.},
    year = {2019},
    journal = {R package version 0.1.0},
    url = {https://CRAN.R-project.org/package=LongMemoryTS},
    doi = {10.32614/CRAN.package.LongMemoryTS}
  }

@article{VERAVALDES2025,
  title = {Effects of the Paris Agreement and the COVID-19 Pandemic on Volatility Persistence of Stocks Associated with the Climate Crisis: A Multiverse Analysis},
  year = {2025},
  author = {Vera-Valdés, J.E., and Kvist, O.},
  journal = {Advances in Econometrics},
  volume = {Forthcoming},
  url = {https://everval.github.io/publications/FinancialVolatilityAfterPA.html}
}

@article{vera-valdés2024,
  author = {Vera-Valdés, J. Eduardo and Kvist, Olivia},
  title = {Breaching {1.5°C:} {Give} Me the Odds},
  journal = {arXiv},
  date = {2024-12-17},
  url = {https://arxiv.org/abs/2412.13855},
  doi = {10.48550/arXiv.2412.13855},
}

@article{Hurst1956,
  author  = {Hurst, H.E.},
  doi     = {10.1080/02626665609493644},
  issn    = {0020-6024},
  issue   = {3},
  journal = {International Association of Scientific Hydrology. Bulletin},
  pages   = {13-27},
  title   = {The Problem of Long-Term Storage in Reservoirs},
  url     = {http://www.tandfonline.com/doi/abs/10.1080/02626665609493644},
  volume  = {1},
  year    = {1956}
}