A model for long memory conditional heteroscedasticity
by Liudas Giraitis, Peter M. Robinson, Donatas Surgailis
| Year of publication: |
2000
|
|---|---|
| Authors: | Giraitis, Liudas ; Robinson, Peter M. ; Surgailis, Donatas |
| Institutions: | Suntory and Toyota International Centres for Economics and Related Disciplines (contributor) |
| Publisher: |
London : Suntory and Toyota International Centres for Economics and Related Disciplines |
| Subject: | Heteroskedastizität | Heteroscedasticity | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model |
| Extent: | 23 p 21 cm |
|---|---|
| Series: | Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines. - London : LSE, ISSN 0969-4390, ZDB-ID 2185062-8. - Vol. EM/00/382 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Includes bibliographical references Internetausg.: http://sticerd.lse.ac.uk/dps/ECONOMETRICSpdfs/em382.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001490719