Weber, Enzo - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2008
nancial economics.
Building on the work of Weber (2008), the next section sets out the new methodological
proceeding … Heteroskedasticity Models. Journal
of Business & Economic Statistics, 20, 339-50.
[4] Nelson, D.B. (1991): Conditional Heteroskedasticity … Countries. Journal of De-
velopment Economics, 69, 423-449.
[6] Rigobon, R. (2003): Identi cation through heteroscedasticity …