On the formulation of a general structure for conditional heteroskedasticity
By: Anil K. Bera and Sangkyu Lee
Contributors: Lee, Sangkyu, 1954-; University of Illinois at Urbana-Champaign. College of Commerce and Business Administration
Series: BEBR faculty working paper -- no. 1563.
Publisher: College of Commerce and Business Administration, University of Illinois at Urbana-Champaign
Published: 1989
Place of publication: [Urbana, Ill.]
Language: eng
Number of pages: 29
Subjects: Heteroscedasticity
Notes: Includes bibliographical references (p. 27-29).