LARCH, leverage, and long memory
Year of publication: |
2004
|
---|---|
Authors: | Giraitis, Liudas ; Leipus, Remigijus ; Robinson, Peter M. ; Surgailis, Donatas |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 2.2004, 2, p. 177-210
|
Subject: | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model |
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