MONITORING CONSTANCY OF VARIANCE IN CONDITIONALLY HETEROSKEDASTIC TIME SERIES
| Year of publication: |
2006
|
|---|---|
| Authors: | Horv th, Lajos ; Kokoszka, Piotr ; Zhang, Aonan |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 22.2006, 03, p. 373-402
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |