Cookies?
Library Header Image
LSE Research Online LSE Library Services

The memory of stochastic volatility models

Robinson, Peter M. (2001) The memory of stochastic volatility models. Econometrics; EM/2001/410, EM/01/410. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

[img]
Preview
PDF
Download (579Kb) | Preview

Item Type: Monograph (Discussion Paper)
Official URL: http://sticerd.lse.ac.uk
Additional Information: © 2001 P M Robinson
Library of Congress subject classification: H Social Sciences > HB Economic Theory
Journal of Economic Literature Classification System: C - Mathematical and Quantitative Methods > C2 - Econometric Methods: Single Equation Models; Single Variables > C22 - Time-Series Models
Sets: Collections > Economists Online
Departments > Economics
Research centres and groups > Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD)
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Identification Number: EM/01/410
Date Deposited: 27 Apr 2007
URL: http://eprints.lse.ac.uk/2298/

Actions (login required)

Record administration - authorised staff only Record administration - authorised staff only