Heteroskedasticity variance index

Autoria(s): Hassan, M.; Hossny, M.; Nahavandi, S.; Creighton, D.
Contribuinte(s)

Al-Dabass, David

Orsoni, Alessandra

Cant, Richard
Data(s)

01/01/2012
Identificador

http://hdl.handle.net/10536/DRO/DU:30048249
Idioma(s)

eng
Publicador

IEEE
Relação

http://dro.deakin.edu.au/eserv/DU:30048249/hassan-heteroskedasticity-2012.pdf

http://dro.deakin.edu.au/eserv/DU:30048249/hassan-heteroskedasticity-evid-2012.pdf

http://hdl.handle.net/10.1109/UKSim.2012.28
Direitos

2012, IEEE
Palavras-Chave #econometrics #heteroskedasticity #homoskedasticity #time series
Tipo

Conference Paper
Acesso ao item digital