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ARCH (∞) models and long memory properties:
, In:
Handbook of financial time series / Torben G. Andersen; Richard A. Davis; Jens-Peter Kreiß; Thomas Mikosch, eds.
Giraitis, Liudas
. (2009) - p. 71-84
Exemplar:
Zentrale:E02
a swl 189/533
RT Journal Article T1 <Title>ARCH (∞) models and long memory properties</Title> UL https://suche.suub.uni-bremen.de/peid=B59962604&Exemplar=1&LAN=DE A1 Giraitis, Liudas YR 2009 JF Handbook of financial time series / Torben G. Andersen; Richard A. Davis; Jens-Peter Kreiß; Thomas Mikosch, eds. SP 71 OP 84 LK http://katalog.suub.uni-bremen.de/DB=1/LNG=DU/CMD?ACT=SRCHA&IKT=8000&TRM=1342614127* CN E02: a swl 189/533 SF ELIB - SuUB Bremen
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