Work

ARCH-type bilinear models with double long memory

Year: 2002

Type: article

Source: Stochastic Processes and their Applications

DOI: 10.1016/s0304-4149(02)00108-4

Authors: Liudas Giraitis, Donatas Surgailis

Institutions: London School of Economics and Political Science, Lithuanian Academy of Sciences

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

Funder: Economic and Social Research Council

OpenAlex ID: W2054648992

FWCI: 7.623

Cites: 35

Cited by: 70

Related to: 10