Monitoring constancy of variance in conditionally heteroskedastic time series

Econometric Theory

Volumn 22, Issue 3, 2006, Pages 373-402

  Horváth, Lajos ^a   Kokoszka, Piotr ^b   Zhang, Aonan ^c  

^a UNIVERSITY OF UTAH   (United States)

^b UTAH STATE UNIVERSITY   (United States)

^c Bank of America ^*  (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33645011045     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S0266466606060191     Document Type: Article

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