Nonlinear time series with long memory
Subtitle: a model for stochastic volatility
By: by P.M. Robinson and P.Zaffaroni.
Contributors: Zaffaroni, P.; Suntory and Toyota International Centres for Economics and Related Disciplines.
Series: Econometrics discussion paper -- no.EM/97/320
Publisher: Suntory and Toyota International Centres for Economics and Related Disciplines
Published: 1997
Place of publication: London
Language: eng
Number of pages: 17