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, 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 |
| Divisions: | Economics STICERD |
| Subjects: | H Social Sciences > HB Economic Theory |
| JEL classification: | C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods: General > C13 - Estimation |
| Date Deposited: | 27 Apr 2007 |
| Last Modified: | 11 Dec 2024 18:27 |
| URI: | http://eprints.lse.ac.uk/id/eprint/2103 |
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