Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels

Modelling human short-term memory for serial order

Preece, T.E.

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN008227 / BLDSC - British Library D...

Hypermnesia and fluctuations in the memory trace

Solis-Macias, V.M

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:D182965 / BLDSC - British Library Do...

The determinants of bilingual memory capacity

Chincotta, D.

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN014373 / BLDSC - British Library D...

A model for long memory conditional heteroscedasticity

Giraitis, L.
Robinson, P.M.
Surgailis, D.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(00/382) / BLDSC - British Li...

Adaptive semiparametric estimation of the memory parameter

Giraitis, L.
Robinson, P.M.
Samarov, A.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(00/379) / BLDSC - British Li...

The estimation of conditional densities

Chen, X.
Linton, O.
Robinson, P.M.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(01/415) / BLDSC - British Li...

Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity

Liudas Giraitis
Piotr Kokoszka
Remigijus Leipus
Gilles Teyssière

long memory, ARCH models, semiparametric estimation, modified R / S , KPSS and V / S statistics, per...

Heteroscedasticity in financial time series

Ruiz Ortega, E

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:DX191786 / BLDSC - British Library Do...

Higher-order kernel semiparametric M-estimation of long memory

Robinson, P.M.
Henry, M.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 2002

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(02/436) / BLDSC - British Li...

Heterogeneity, stratification and growth

Benabou, R
Centre for Economic Policy Research, London (United Kingdom)

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--815) / BLDSC - Br...

Long and short memory conditional heteroskedasticity in estimating the memory parameter of levels

Robinson, Peter M.
Henry, M.

June 1999

Semiparametric estimates of long memory seem useful in the analysis of long financial time series be...

Identification of multivariate conditionally heteroskedastic factor models

Sentana, E
London School of Economics (United Kingdom). Financial Markets Group

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:5300.405(LSE-FMG-DP--139) / BLDSC - ...

The emergence of memory categorisation far from equilibrium

Wuensche, A
Sussex Univ., Brighton (United Kingdom). School of Cognitive and Computing Sciences

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:3292.8855(CSRP 346) / BLDSC - Britis...

An analysis of long memory vector time series

Fraser, W.S.A.

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN016113 / BLDSC - British Library D...

Conditional heteroskedasticity in the equity returns from emerging markets

Fraser, P.
Power, D.
Dundee Univ. (United Kingdom)

January 1993

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9448(15) / BLDSC - British Libra...

Modelling human short-term memory for serial order

Preece, T.E.

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN008227 / BLDSC - British Library D...

Hypermnesia and fluctuations in the memory trace

Solis-Macias, V.M

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:D182965 / BLDSC - British Library Do...

The determinants of bilingual memory capacity

Chincotta, D.

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN014373 / BLDSC - British Library D...

A model for long memory conditional heteroscedasticity

Giraitis, L.
Robinson, P.M.
Surgailis, D.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(00/382) / BLDSC - British Li...

Adaptive semiparametric estimation of the memory parameter

Giraitis, L.
Robinson, P.M.
Samarov, A.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(00/379) / BLDSC - British Li...

The estimation of conditional densities

Chen, X.
Linton, O.
Robinson, P.M.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(01/415) / BLDSC - British Li...

Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity

Liudas Giraitis
Piotr Kokoszka
Remigijus Leipus
Gilles Teyssière

long memory, ARCH models, semiparametric estimation, modified R / S , KPSS and V / S statistics, per...

Heteroscedasticity in financial time series

Ruiz Ortega, E

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:DX191786 / BLDSC - British Library Do...

Higher-order kernel semiparametric M-estimation of long memory

Robinson, P.M.
Henry, M.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 2002

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(02/436) / BLDSC - British Li...

Heterogeneity, stratification and growth

Benabou, R
Centre for Economic Policy Research, London (United Kingdom)

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--815) / BLDSC - Br...

Long and short memory conditional heteroskedasticity in estimating the memory parameter of levels

Robinson, Peter M.
Henry, M.

June 1999

Semiparametric estimates of long memory seem useful in the analysis of long financial time series be...

Identification of multivariate conditionally heteroskedastic factor models

Sentana, E
London School of Economics (United Kingdom). Financial Markets Group

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:5300.405(LSE-FMG-DP--139) / BLDSC - ...

The emergence of memory categorisation far from equilibrium

Wuensche, A
Sussex Univ., Brighton (United Kingdom). School of Cognitive and Computing Sciences

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:3292.8855(CSRP 346) / BLDSC - Britis...

An analysis of long memory vector time series

Fraser, W.S.A.

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN016113 / BLDSC - British Library D...

Conditional heteroskedasticity in the equity returns from emerging markets

Fraser, P.
Power, D.
Dundee Univ. (United Kingdom)

January 1993

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9448(15) / BLDSC - British Libra...

Modelling human short-term memory for serial order

Preece, T.E.

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN008227 / BLDSC - British Library D...

Hypermnesia and fluctuations in the memory trace

Solis-Macias, V.M

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:D182965 / BLDSC - British Library Do...

The determinants of bilingual memory capacity

Chincotta, D.

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN014373 / BLDSC - British Library D...

Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels

Abstract

Extracted data

Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels

Abstract

Extracted data

Related items

Related items