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person:"Robinson, Peter M."
~subject:"Time series analysis"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
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Econometrics papers
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Journal of econometrics
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Suntory and Toyota International Centres for Economics and Related Disciplines
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Econometric theory
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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LSE STICERD Research Paper
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The review of economic studies
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Advanced texts in econometrics
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Athens Conference on Applied Probability and Time Series Analysis
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Discussion paper series / LSE Financial Markets Group
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Lecture notes in statistics
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The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Working papers / Department of Economics, Universidad Carlos III de Madrid
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LARCH, leverage, and long memory
Giraitis, Liudas
;
Leipus, Remigijus
;
Robinson, Peter M.
; …
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 177-210
Persistent link: https://www.econbiz.de/10002214253
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