Testing for changes in volatility in heteroskedastic time series - A further examination

MD de Pooter, Dick van Dijk

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Original languageUndefined/Unknown
Number of pages40
EditionEconometric Institute EI 2004-38
Publication statusPublished - 2004

Publication series

SeriesEconometric Institute
VolumeEI 2004-38

Research programs

  • EUR ESE 11

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