The memory of stochastic volatility models
Robinson, P. M.
(2001).
The memory of stochastic volatility models.
(Econometrics; EM/2001/410 EM/01/410).
Suntory and Toyota International Centres for Economics and Related Disciplines.
| Item Type | Working paper |
|---|---|
| Copyright holders | © 2001 P M Robinson |
| Departments |
LSE > Academic Departments > Economics LSE > Research Centres > STICERD |
| Date Deposited | 27 Apr 2007 |
| URI | https://researchonline.lse.ac.uk/id/eprint/2298 |
Explore Further
- https://www.scopus.com/pages/publications/0000230520 (Scopus publication)
- http://sticerd.lse.ac.uk (Official URL)