Henry, Marc

Number of items: 4.
Thesis
  • Henry, Marc (1999). Long memory in time series Semiparametric estimation and conditional heteroscedasticity. [Doctoral thesis]. London School of Economics and Political Science.
    • Working paper
  • Robinson, Peter, Henry, Marc (2002). Higher-order kernel semiparametric M-estimation of long memory. (Econometrics; EM/2002/436 EM/02/436). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Robinson, Peter M., Henry, Marc (1998). Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels. (Econometrics; EM/1998/357 EM/98/357). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Henry, Marc, Payne, Richard (1997). An investigation of long range dependence in intra-day foreign exchange rate volatility. (Financial Markets Group Discussion Papers 264). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf