Testing and Locating Variance Changepoints With Application to Stock Prices
| Year of publication: |
1997
|
|---|---|
| Authors: | Chen, Jie ; Gupta, A.K. |
| Published in: |
Journal of the American Statistical Association : JASA. - Abingdon : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 2076020. - Vol. 92.1997, 438, p. 739-747
|