LSE creators

Item Type Year Departments File available

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Robinson, Peter, Henry, Marc (2002). Higher-order kernel semiparametric M-estimation of long memory. (Econometrics; EM/2002/436 EM/02/436). Suntory and Toyota International Centres for Economics and Related Disciplines.

Henry, Marc (1999). Long memory in time series Semiparametric estimation and conditional heteroscedasticity. [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf

Robinson, Peter M., Henry, Marc (1998). Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels. (Econometrics; EM/1998/357 EM/98/357). Suntory and Toyota International Centres for Economics and Related Disciplines.

Henry, Marc, Payne, Richard (1997). An investigation of long range dependence in intra-day foreign exchange rate volatility. (Financial Markets Group Discussion Papers 264). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf