Simultaneously modeling conditional heteroskedasticity and scale change

Econometric Theory

Volumn 20, Issue 3, 2004, Pages 563-596

  Feng, Yuanhua ^a  

^a UNIVERSITY OF KONSTANZ   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 2542525475     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0266466604203061     Document Type: Article

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