Monitoring constancy of variance in conditionally heteroskedastic time series
Lajos Horváth; Piotr Kokoszka; Aonan Zhang
| Year of publication: |
2006
|
|---|---|
| Authors: | Horváth, Lajos ; Kokoszka, Piotr ; Zhang, Aonan |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 22.2006, 3, p. 373-402
|
| Subject: | Zeitreihenanalyse | Time series analysis | Heteroskedastizität | Heteroscedasticity | Maßzahl | Statistical measures |
| 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/10003307471