LARCH, leverage and long memory
Year of publication: |
2003-10
|
---|---|
Authors: | Giraitis, Liudas ; Leipus, Remigijus ; Robinson, Peter M. ; Surgailis, Donatas |
Publisher: |
Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science |
Subject: | HB Economic Theory |
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