LARCH, leverage, and long memory

Giraitis, Liudas; Leipus, Remigijus; Robinson, Peter M.; and Surgailis, Donatas (2004) LARCH, leverage, and long memory. Journal of Financial Econometrics, 2 (2). pp. 177-210. ISSN 1479-8409
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Item Type Article
Keywords JEL classification code : C22
Departments Economics
DOI 10.1093/jjfinec/nbh008
Date Deposited 15 Feb 2008
URI https://researchonline.lse.ac.uk/id/eprint/294

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