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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~person:"Hansen, Bruce E."
~subject:"Time series analysis"
~subject:"Ökonometrie"
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Hansen, Bruce E.
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Regression with nonstationary volatility
Hansen, Bruce E.
- In:
Econometrica : journal of the Econometric Society, an …
63
(
1995
)
5
,
pp. 1113-1132
Persistent link: https://www.econbiz.de/10001190384
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