LARCH, leverage, and long memory
| Year of publication: |
2004
|
|---|---|
| Authors: | Giraitis, Liudas ; Leipus, Remigijus ; Robinson, Peter M. ; Surgailis, Donatas |
| Institutions: | London School of Economics (LSE) |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published in Journal of Financial Econometrics, 2004, 2(2), pp. 177-210. ISSN: 1479-8417 |
| Classification: | J1 - Demographic Economics ; C1 - Econometric and Statistical Methods: General ; C22 - Time-Series Models |
| Source: |
Persistent link: https://www.econbiz.de/10010884511