LARCH, leverage, and long memory
Giraitis, L., Leipus, R., Robinson, P. M. & Surgailis, D.
(2004).
LARCH, leverage, and long memory.
Journal of Financial Econometrics,
2(2), 177-210.
https://doi.org/10.1093/jjfinec/nbh008
| Item Type | Article |
|---|---|
| Copyright holders | Deposited 24/06/2005. This is a pre-copy-editing, author-produced PDF of an article accepted for publication in the Journal of Financial Econometrics following peer review. The definitive publisher-authenticated version [Journal of Financial Econometrics |
| Departments | LSE > Academic Departments > Economics |
| DOI | 10.1093/jjfinec/nbh008 |
| Date Deposited | 15 Feb 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/294 |
Explore Further
- http://www.jfec.oupjournals.org (Official URL)