Seminar
Strict stationarity, persistence and volatility forecasting in ARCH(∞) processes
Economics
Speaker: | James Davidson, University of Exeter |
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Date: | Wednesday 18 February 2015 |
Time: | 14.00 - 15.30 |
Location: | Bateman Lecture Theatre, Building One |
Further details
A copy of the paper can be found here: people.ex.ac.uk/jehd201/archinfstatnry.pdf