In search of a model that an ARCH-type model may be approximating
Subtitle: the Markov model of heteroskedasticity
By: by Chang-Jin Kim.
Series: Working paper -- no. 90-11; Working paper series (York University (Toronto, Ont.). Dept. of Economics) -- no. 90-11
Publisher: York University, Dept. of Economics
Published: 1990
Place of publication: [Toronto, Ont
Language: eng
Number of pages: 18
Subjects: Heteroscedasticity -- Mathematical models.; Analysis of variance -- Mathematical models.; Regression analysis -- Mathematical models.; Markov processes.
Notes: Includes bibliographical references.