Nonlinear time series with long memory : a model for stochastic volatility

Robinson, P. & Zaffaroni, P. (1998). Nonlinear time series with long memory : a model for stochastic volatility. Journal of Statistical Planning and Inference, 68(2), 359-371. https://doi.org/10.1016/S0378-3758(97)00149-3
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Item Type Article
Departments LSE
DOI 10.1016/S0378-3758(97)00149-3
Date Deposited 27 Apr 2007
URI https://researchonline.lse.ac.uk/id/eprint/1513

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