A model for long memory conditional heteroscedasticity :: Liudas Giraitis :: Suntory and Toyota International Centres for Economics and Related Disciplines 2000 :: OBNB, the Open British National Bibliography

Publication Data

Title A model for long memory conditional heteroscedasticity
Author Liudas Giraitis
Contributors P. M. Robinson, Donatas Surgailis, Suntory and Toyota International Centres for Economics and Related Disciplines
Publisher Suntory and Toyota International Centres for Economics and Related Disciplines
Publication date 2000
Publication location London
Language English

Topics

Heteroscedasticity

Catalogue Data

OBNB ID GBA043645
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 23 p.
P1042 Includes bibliographical references.

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A model for long memory conditional heteroscedasticity by Liudas Giraitis. Published by Suntory and Toyota International Centres for Economics and Related Disciplines in 2000. Publication and catalogue information, links to buy online and reader comments.