A model for long memory conditional heteroscedasticity

Giraitis, Liudas; Robinson, Peter; and Surgailis, Donatas (2000) A model for long memory conditional heteroscedasticity. [Working paper]

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Item Type	Working paper
Keywords	Long range dependence; semiparametric model; rates of convergence; adaptive bandwidth selection
Departments	Economics STICERD
Date Deposited	27 Apr 2007
URI	https://researchonline.lse.ac.uk/id/eprint/2103

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