Strict stationarity, persistence and volatility forecasting in ARCH(∞) processes
Economics
| Speaker: | James Davidson, University of Exeter |
|---|---|
| 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