A model for long memory conditional heteroscedasticity
Giraitis, L., Robinson, P. & Surgailis, D.
(2000).
A model for long memory conditional heteroscedasticity.
(Econometrics; EM/2000/382 EM/00/382).
Suntory and Toyota International Centres for Economics and Related Disciplines.
| Item Type | Working paper |
|---|---|
| Copyright holders | © 2000 the authors |
| Departments |
LSE > Academic Departments > Economics LSE > Research Centres > STICERD |
| Date Deposited | 27 Apr 2007 |
| URI | https://researchonline.lse.ac.uk/id/eprint/2103 |
Explore Further
- https://www.scopus.com/pages/publications/0034346717 (Scopus publication)
- http://sticerd.lse.ac.uk (Official URL)