SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE

By Yuanhua Feng. Econometric Theory, 2004

51 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/a358f61f7c3e5ab22c4ac6e600828ef519573d5d