Work

Estimators and Tests for Change in Variances

Year: 1996

Type: article

Source: Statistics & Risk Modeling

DOI: 10.1524/strm.1996.14.2.145

Authors: Edit Gombay, Lajos Horváth, Marie Husková

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2043944339

FWCI:

Cites:

Cited by: 57

Related to: 10