Work

Testing for changes in the unconditional variance of financial time series.

Year: 2004

Type: article

Authors: Vicente Aragó Manzana, Andreu Sansó, Josep Lluís Carrion‐i‐Silvestre

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1582507899

FWCI: 0.579

Cites: 16

Cited by: 85

Related to: 10