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Long Memory in Economics

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Authors and Affiliations

  1. Department of Mathematics and Economics, University of York, York

    Liudas Giraitis

  2. Institute of Mathematics and Informatics, Vilnius University, Vilnius

    Remigijus Leipus

  3. Vilnius Institute of Mathematics and Informatics, Vilnius

    Donatas Surgailis

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  1. Liudas Giraitis
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  3. Donatas Surgailis
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  1. Laboratoire de Statistique Appliquée et de Modélisation Stochastique (SAMOS), Panthéon Sorbonne, Centre Pierre Mendès, Université Paris 1, 90 rue de Tolbiac, 75634, Paris Cedex 13, France

    Gilles Teyssière

  2. L’Ecole des Hautes Etudes en Sciences Sociales (EHESS), Université Aix-Marseille III, 2 rue de la Charité, 13002, Marseille, France

    Alan P. Kirman

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Giraitis, L., Leipus, R., Surgailis, D. (2007). Recent Advances in ARCH Modelling. In: Teyssière, G., Kirman, A.P. (eds) Long Memory in Economics. Springer, Berlin, Heidelberg . https://doi.org/10.1007/978-3-540-34625-8_1

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