The coefficient of variation asymptotic distribution in the case of non-iid random variables

Journal of Applied Statistics

Volumn 36, Issue 1, 2009, Pages 21-32

  Curto, José Dias ^a   Pinto, José Castro ^a  

^a UNIVERSITY INSTITUTE OF LISBON   (Portugal)

Author keywords

Autocorrelation; Coefficient of variation; Conditional heteroskedasticity; Non iid random variables

Indexed keywords

EID: 56049117000     PISSN: 02664763     EISSN: 13600532     Source Type: Journal    
DOI: 10.1080/02664760802382491     Document Type: Article

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