Simultameously modelling conditional heteroskedasticity and scale change

Yuanhua Feng

Research output: Contribution to journalArticle

Original languageEnglish
Pages (from-to)563-596
Number of pages34
JournalEconometric Theory
Volume20
Publication statusPublished - 2004

Cite this

@article{772c5faf757d4b1e84ecec4fc6dae16b,
title = "Simultameously modelling conditional heteroskedasticity and scale change",
author = "Yuanhua Feng",
year = "2004",
language = "English",
volume = "20",
pages = "563--596",
journal = "Econometric Theory",
issn = "0266-4666",
publisher = "Cambridge University Press",

}

Simultameously modelling conditional heteroskedasticity and scale change. / Feng, Yuanhua.

In: Econometric Theory, Vol. 20, 2004, p. 563-596.

Research output: Contribution to journalArticle

TY - JOUR

T1 - Simultameously modelling conditional heteroskedasticity and scale change

AU - Feng, Yuanhua

PY - 2004

Y1 - 2004

M3 - Article

VL - 20

SP - 563

EP - 596

JO - Econometric Theory

JF - Econometric Theory

SN - 0266-4666

ER -