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A FUNCTIONAL VERSION OF THE ARCH MODEL
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- Journal:
- Econometric Theory / Volume 29 / Issue 2 / April 2013
- Published online by Cambridge University Press:
- 31 July 2012, pp. 267-288
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SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS
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- Journal:
- Econometric Theory / Volume 28 / Issue 4 / August 2012
- Published online by Cambridge University Press:
- 28 November 2011, pp. 804-837
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