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 School of Economics and Political Science, London, UK.
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| Item Type: | Monograph (Discussion Paper) |
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| Official URL: | http://sticerd.lse.ac.uk |
| Additional Information: | © 2000 the authors |
| Library of Congress subject classification: | H Social Sciences > HB Economic Theory |
| Journal of Economic Literature Classification System: | C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods: General > C13 - Estimation |
| Sets: | Collections > Economists Online Departments > Economics Research centres and groups > Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD) |
| Identification Number: | EM/00/382 |
| Date Deposited: | 27 Apr 2007 |
| URL: | http://eprints.lse.ac.uk/2103/ |
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