Sequential methods for detecting changes in the variance of economic time series
Stefan Schipper ; Wolfgang Schmid. Department of Economics, European University Viadrina
| Year of publication: |
2002
|
|---|---|
| Authors: | Schipper, Stefan ; Schmid, Wolfgang |
| Publisher: |
Frankfurt (Oder) : Dep. of Economics, European Univ. Viadrina |
| Extent: | S. 235 - 262 graph. Darst. 21 cm |
|---|---|
| Series: | Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series. - Frankfurt (Oder) : Europa-Universität Viadrina. - Vol. No. 2002,11 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10004831173