Monitoring Constancy Of Variance In Conditionally Heteroskedastic Time Series
No abstract is available for this item.
Volume (Year): 22 (2006)
Issue (Month): 03 (June)
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- Hoga, Yannick, 2017. "Monitoring multivariate time series," Journal of Multivariate Analysis, Elsevier, vol. 155(C), pages 105-121.
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