Monitoring constancy of variance in conditionally heteroskedastic time series

Horváth, Lajos, Kokoszka, Piotr, Zhang, Aonan . Econometric Theory 2006. 22 (3) :373-402

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Bibtex

@article{CIS-214185,
  Author = {Horváth, Lajos and Kokoszka, Piotr and Zhang, Aonan},
  Title = {Monitoring constancy of variance in conditionally heteroskedastic time series},
  Journal = {Econometric Theory},
  Volume = {22},
  Number = {3},
  Year = {2006},
  Pages = {373--402},
  Keywords = {}
}

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