LARCH, leverage and long memory
Year of publication: |
2003-10
|
---|---|
Authors: | Giraitis, Liudas ; Leipus, Remigijus ; Robinson, Peter M. ; Surgailis, Donatas |
Institutions: | London School of Economics (LSE) |
Subject: | Leverage | long memory | linear ARCH | LARCH | finiteness of moments |
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