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Journal of Business & Economic Statistics Volume 12, 1994 - Issue 4
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Commentary

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Andrew C. Harvey Department of Statistics, London School of Economics, London, WC2A 2AE, United Kingdom
&
Esther Ruiz Department of Statistics and Econometrics, Universidad Carlos III, Madrid, Spain
Pages 402-403 | Published online: 02 Jul 2012

ADDITIONAL REFERENCES

  • Harvey , A. C. 1993 . “Long Memory in Stochastic Volatility” , London School of Economics, Dept, of Statistics . Discussion Paper 10
  • Harvey , A. C. and Shephard , N. 1993a . “The Econometrics of Stochastic Volatility,” , London School of Economics, Financial Markets Group . Discussion Paper 166
  • Harvey , A. C. and Shephard , N. 1993b . “Estimation and Testing of Stochastic Variance Models,” , London School of Economics, STICERD . Discussion Paper EM/93/268

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