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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Identification Number: 10.1016/S0378-3758(97)00149-3
| Item Type: | Article |
|---|---|
| Divisions: | LSE |
| Date Deposited: | 27 Apr 2007 |
| Last Modified: | 11 Dec 2024 22:07 |
| URI: | http://eprints.lse.ac.uk/id/eprint/1513 |
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