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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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Conference on Applied Probability and Time Series Analysis <1995, Athen>
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
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A model for long memory conditional heteroscedasticity
Giraitis, Liudas
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Robinson, Peter M.
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Surgailis, Donatas
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2000
Persistent link: https://www.econbiz.de/10001490719
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