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LARCH, leverage, and long memory

Giraitis, Liudas, Leipus, Remigijus, Robinson, Peter M. and Surgailis, Donatas (2004) LARCH, leverage, and long memory. Journal of Financial Econometrics, 2 (2). pp. 177-210. ISSN 1479-8417

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Item Type: Article
Official URL: http://www.jfec.oupjournals.org
Additional Information: Deposited 24/06/2005. This is a pre-copy-editing, author-produced PDF of an article accepted for publication in the Journal of Financial Econometrics following peer review. The definitive publisher-authenticated version [Journal of Financial Econometrics Vol. 2, No. 2, pp. 177-210 (2004)] is available online at: http://jfec.oxfordjournals.org/cgi/content/abstract/2/2/177. LSE has developed LSE Research Online so that users may access research output of the School. Copyright © and Moral Rights for the papers on this site are retained by the individual authors and/or other copyright owners. Users may download and/or print one copy of any article(s) in LSE Research Online to facilitate their private study or for non-commercial research. You may not engage in further distribution of the material or use it for any profit-making activities or any commercial gain. You may freely distribute the URL (http://eprints.lse.ac.uk) of the LSE Research Online website.
Library of Congress subject classification: H Social Sciences > HB Economic Theory
H Social Sciences > HA Statistics
Sets: Collections > Economists Online
Departments > Economics
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 15 Feb 2008
URL: http://eprints.lse.ac.uk/294/

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