European University Institute Library

Nonlinear time series with long memory, a model for stochastic volatility

Type

http://bibfra.me/vocab/lite/Instance

Label

Nonlinear time series with long memory, a model for stochastic volatility

System control number

(OCoLC)36689533

Instantiates

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Full-text

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volume

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unmediated

Publication

Incoming Resources

Item of
2
- Nonlinear time series with long memory, a model for stochastic volatility
- Nonlinear time series with long memory, a model for stochastic volatility

Outgoing Resources

Instantiates
2
- Nonlinear time series with long memory, a model for stochastic volatility
- Nonlinear time series with long memory, a model for stochastic volatility
Access location
1
- Full-text
Carrier category
1
- volume
Media category
1
- unmediated
Publication
2
- London School of Economics and Political Science, London, 1997
- LSE Financial Markets Group, London, 1996