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USTRALIAN STOCK MARKET VOLATILITY: 1875-1987.
PAGAN, A.R.
;
KEARNS, P.
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University of Rochester - Center for Economic Research …
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1990
Persistent link: https://www.econbiz.de/10005220933
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ESTIMATING LINEAR QUADRATIC MODELS WITH INTEGRATED PROCESSES.
GREGOGY, A.W.
;
PAGAN, A.R.
;
SMITH, G.W.
-
University of Rochester - Center for Economic Research …
-
1990
Persistent link: https://www.econbiz.de/10005698140
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Testing for Heteroskedasticity.
Pagan, A.R.
;
Pak, Y.
-
University of Rochester - Center for Economic Research …
-
1991
Persistent link: https://www.econbiz.de/10005698198
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