Nonlinear time series with long memory : a model for stochastic volatility

Robinson, Peter and Zaffaroni, P (1998) Nonlinear time series with long memory : a model for stochastic volatility. Journal of Statistical Planning and Inference, 68 (2). pp. 359-371. ISSN 0378-3758

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• Published item via DOI

Item Type:	Article
Sets:	Collections > Economists Online
Date Deposited:	27 Apr 2007
URL:	http://eprints.lse.ac.uk/1513/

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