Nonstationary nonlinear heteroskedasticity in regression
Heetaik Chung; Joon Y. Park
| Year of publication: |
2007
|
|---|---|
| Authors: | Chung, Heetaik ; Park, Joon Y. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 137.2007, 1, p. 230-259
|
| Subject: | Regressionsanalyse | Regression analysis | Volatilität | Volatility | Theorie | Theory | Heteroskedastizität | Heteroscedasticity |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003425535