Monitoring Constancy Of Variance In Conditionally Heteroskedastic Time Series
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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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- Marcelo Brutti Righi & Paulo Sergio Ceretta, 2011. "Analyzing the structural behavior of volatility in the Major European Markets during the Greek crisis," Economics Bulletin, AccessEcon, vol. 31(4), pages 3016-3029.
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- Xu, Ke-Li, 2013. "Powerful tests for structural changes in volatility," Journal of Econometrics, Elsevier, vol. 173(1), pages 126-142.
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- Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta, 2012. "Testing for Persistence with Breaks and Outliers in South African House Prices," Faculty Working Papers 20/12, School of Economics and Business Administration, University of Navarra.
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