Download This PaperA Model for Long Memory Conditional Heteroscedasticity - (Now Published in Annals of Applied Probability, 10 (2000), Pp.1002-1024.)
27 Pages Posted: 21 Jul 2008
Date Written: March 2000
Abstract
JEL Classification: C13, C14
Suggested Citation: Suggested Citation
Giraitis, Liudas and Surgailis, Donatas, A Model for Long Memory Conditional Heteroscedasticity - (Now Published in Annals of Applied Probability, 10 (2000), Pp.1002-1024.) (March 2000). LSE STICERD Research Paper No. EM382, Available at SSRN: https://ssrn.com/abstract=1162576
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