ARCH-type bilinear models with double long memory

Giraitis, L. and Surgailis, D. (2002) ARCH-type bilinear models with double long memory. Stochastic Processes and their applications, 100. pp. 275-300.

Abstract

Metadata

Authors/Creators:
  • Giraitis, L.
  • Surgailis, D.
Institution: The University of York
Academic Units: The University of York > Mathematics (York)
The University of York > Economics and Related Studies (York)
Depositing User: York RAE Import
Date Deposited: 15 May 2009 11:23
Last Modified: 15 May 2009 11:23
Status: Published
Publisher: Elsevier

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