He, Changli (contributor); Teräsvirta, Timo (contributor) - 2002 - [Elektronische Ressource]
Timo Teräsvirta
Stockholm School of Economics
Box 6501, SE-11383Stockholm, Sweden
SSE/EFI Working Paper Series in Economics … Economics,University of California,San Diego,whose kind hospitality
is gratefully acknowledged.
1
1.Introduction
During the …: A random-coefficient approach, Journal
of Business and Economic Statistics 10:133—142.
Bollerslev …