Detecting heteroscedasticity in nonparametric regression using daily equity returns
By: by Nicholas Biekpe.
Contributors: Queen's University of Belfast. School of Finance and Information. Accounting and Finance Division.
Series: Working papers in accounting and finance / Queen's University of Belfast -- A/F 94-9
Publisher: Accounting and Finance Division, School of Finance and Information, Queen's University of Belfast
Published: 1994
Place of publication: [Belfast]
Language: eng