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LARCH, leverage and long memory
Giraitis, Liudas
;
Leipus, Remigijus
;
Robinson, Peter M.
; …
-
2003
Persistent link: https://www.econbiz.de/10001818318
Saved in:
2
Whittle estimation of ARCH models
Giraitis, Liudas
;
Robinson, Peter M.
- In:
Econometric theory
17
(
2001
)
3
,
pp. 608-631
Persistent link: https://www.econbiz.de/10001589340
Saved in:
3
A model for long memory conditional heteroscedasticity
Giraitis, Liudas
;
Robinson, Peter M.
;
Surgailis, Donatas
-
2000
Persistent link: https://www.econbiz.de/10001490719
Saved in:
4
Whittle estimation of ARCH models
Giraitis, Liudas
;
Robinson, Peter M.
-
2000
Persistent link: https://www.econbiz.de/10001551057
Saved in:
5
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
Saved in:
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