Nonlinear time series with long memory : a model for stochastic volatility
by P. M. Robinson and P. Zaffaroni
| Year of publication: |
1997
|
|---|---|
| Authors: | Robinson, Peter M. ; Zaffaroni, Paolo |
| Publisher: |
London |
| Subject: | Schätztheorie | Estimation theory | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Extent: | 17 S |
|---|---|
| Series: | Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines. - London : LSE, ISSN 0969-4390, ZDB-ID 2185062-8. - Vol. 320 Suntory and Toyota International Centres for Economics and Related Disciplines ; 320 : Econometrics |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000954585