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Modelling Conditional Heteroscedasticity in Nonstationary Series

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  • Cizek, P.

    (Tilburg University, School of Economics and Management)

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  • Cizek, P., 2010. "Modelling Conditional Heteroscedasticity in Nonstationary Series," Other publications TiSEM a5a7b05f-5f1f-46ed-8ce8-5, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:a5a7b05f-5f1f-46ed-8ce8-5ad577d40761
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    27. Engle, Robert F, 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica, Econometric Society, vol. 50(4), pages 987-1007, July.
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