| Original language | English |
|---|---|
| Pages (from-to) | 563-596 |
| Number of pages | 34 |
| Journal | Econometric Theory |
| Volume | 20 |
| Publication status | Published - 2004 |
Simultameously modelling conditional heteroskedasticity and scale change
Yuanhua Feng
Research output: Contribution to journal › Article › peer-review