Cookies?
Library Header Image
LSE Research Online LSE Library Services

A model for long memory conditional heteroscedasticity

Giraitis, Liudas, Robinson, Peter and Surgailis, Donatas (2000) A model for long memory conditional heteroscedasticity. Econometrics; EM/2000/382 (EM/00/382). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

[img]
Preview
PDF
Download (272kB) | Preview
Item Type: Monograph (Discussion Paper)
Official URL: http://sticerd.lse.ac.uk
Additional Information: © 2000 the authors
Divisions: Economics
STICERD
Subjects: H Social Sciences > HB Economic Theory
JEL classification: C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods: General > C13 - Estimation
Date Deposited: 27 Apr 2007
Last Modified: 13 Sep 2024 19:42
URI: http://eprints.lse.ac.uk/id/eprint/2103

Actions (login required)

View Item View Item

Downloads

Downloads per month over past year

View more statistics