LARCH, leverage and long memory :: The Suntory Centre, London School of Economics and Political Science 2003 :: OBNB, the Open British National Bibliography

Publication Data

Title LARCH, leverage and long memory
Contributors Liudas Giraitis, Suntory and Toyota International Centres for Economics and Related Disciplines
Publisher The Suntory Centre, London School of Economics and Political Science
Publication date 2003
Publication location London
Language English

Topics

Rate of return :: Econometric models
Heteroscedasticity
Econometric models

Catalogue Data

OBNB ID GBA415387
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 28 p.
P1042 Includes bibliographical references.

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LARCH, leverage and long memory. Published by The Suntory Centre, London School of Economics and Political Science in 2003. Publication and catalogue information, links to buy online and reader comments.