Work

Inferences about the parameters of a time series model with changing variance

Year: 1984

Type: article

Source: Metrika

DOI: 10.1007/bf01915199

Authors: B. Abraham, W. W. S. Wei

Institutions: University of Waterloo, Temple University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2020572851

FWCI:

Cites: 8

Cited by: 29

Related to: 10