Nonlinear time series with long memory: A model for stochastic volatility

Journal of Statistical Planning and Inference

Volumn 68, Issue 2, 1998, Pages 359-371

  Robinson, Peter M ^a   Zaffaroni, Paolo ^a  

^a LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0032523276     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0378-3758(97)00149-3     Document Type: Article

References (17)

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