Liudas Giraitis
23 September 2014
Time: 1:00 - 2:00pm
Venue: W316
Liudas Giraitis (QMUL)
"Integrated AR and ARCH processes and the FIGARCH model: origins of long memory."
Time: 1:00 - 2:00pm
Venue: W316
Liudas Giraitis (QMUL)
"Integrated AR and ARCH processes and the FIGARCH model: origins of long memory."