Robinson, Peter (2001) The memory of stochastic volatility models. Journal of Econometrics, 101 (2). pp. 195-218. ISSN 0304-4076
Full text not available from this repository.| Item Type: | Article |
|---|---|
| Divisions: | LSE |
| Date Deposited: | 27 Apr 2007 |
| Last Modified: | 12 Feb 2025 00:05 |
| URI: | http://eprints.lse.ac.uk/id/eprint/1581 |
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