Access Statistics
for the working paper
- Testing for changes in volatility in heteroskedastic time series - a further examination
- Michiel De Pooter and Dick van Dijk
- Econometric Institute Research Papers from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- Econometric Institute Research Papers from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
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