Nonlinear time series with long memory
Subtitle: a model for stochastic volatility
By: by Peter M. Robinson and Paolo Zaffaroni.
Contributors: Zaffaroni, Paolo.; LSE Financial Markets Group.; Economic andSocial Research Council.
Series: Discussion paper / LSE Financial Markets Group -- no.253; Discussion paper (LSE Financial Markets Group) -- no.253.
Publisher: London School of Economics, Financial Markets Group
Published: 1996
Place of publication: London
Language: eng