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

Robinson, Peter; and Zaffaroni, P (1998) Nonlinear time series with long memory : a model for stochastic volatility. Journal of Statistical Planning and Inference, 68 (2). pp. 359-371. ISSN 0378-3758
Copy
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

Explore Further

Full text not available from this repository.

Atom BibTeX OpenURL ContextObject in Span OpenURL ContextObject Dublin Core MPEG-21 DIDL Data Cite XML EndNote HTML Citation METS MODS RIOXX2 XML Reference Manager Refer ASCII Citation
Export

Downloads