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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~language:"eng"
~person:"Teräsvirta, Timo"
~subject:"Correlation"
~subject:"Statistical test"
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Croux, Christophe
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 347-364
Persistent link: https://www.econbiz.de/10011649097
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