MONITORING CONSTANCY OF VARIANCE IN CONDITIONALLY HETEROSKEDASTIC TIME SERIES
| Year of publication: |
2006
|
|---|---|
| Authors: | Horváth, Lajos ; Kokoszka, Piotr ; Zhang, Aonan |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 22.2006, 3, p. 373-402
|