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, UK.
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Item Type: | Monograph (Discussion Paper) |
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Official URL: | http://sticerd.lse.ac.uk |
Additional Information: | © 2001 P M Robinson |
Divisions: | Economics STICERD |
Subjects: | H Social Sciences > HB Economic Theory |
JEL classification: | C - Mathematical and Quantitative Methods > C2 - Econometric Methods: Single Equation Models; Single Variables > C22 - Time-Series Models |
Date Deposited: | 27 Apr 2007 |
Last Modified: | 16 May 2024 11:26 |
URI: | http://eprints.lse.ac.uk/id/eprint/2298 |
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