The memory of stochastic volatility models

Robinson, Peter (2001) The memory of stochastic volatility models. Journal of Econometrics, 101 (2). pp. 195-218. ISSN 0304-4076
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Item Type Article
Departments LSE
Date Deposited 27 Apr 2007
URI https://researchonline.lse.ac.uk/id/eprint/1581

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