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Robinson, Peter M. a Henry, M. Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels. London: London School of Economics and Political Science, 1998. 33 s. Econometrics, EM/98/357.

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Robinson, P. M. (1998). Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels. London: London School of Economics and Political Science.

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Robinson, Peter M. Long and Short Memory Conditional Heteroscedasticity in Estimating the Memory Parameter of Levels. London: London School of Economics and Political Science, 1998.

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Robinson, Peter M. Long and Short Memory Conditional Heteroscedasticity in Estimating the Memory Parameter of Levels. London: London School of Economics and Political Science, 1998.

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