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~institution:"Suntory and Toyota International Centres for Economics and Related Disciplines"
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Suntory and Toyota International Centres for Economics and Related Disciplines
London School of Economics (LSE)
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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A model for long memory conditional heteroscedasticity
Giraitis, Liudas
;
Robinson, Peter M.
;
Surgailis, Donatas
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2000
Persistent link: https://www.econbiz.de/10001490719
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