Testing for volatility changes in US macroeconomic time series

Dick van Dijk, M Sensier

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageUndefined/Unknown
Place of PublicationManchester
PublisherUniversity of Manchester
Number of pages18
EditionResearch Discussion Paper Series No. 36
Publication statusPublished - 2003

Publication series

SeriesResearch Discussion Paper Series
VolumeNo. 36

Research programs

  • EUR ESE 11

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