9
Views
0
CrossRef citations to date
0
Altmetric
Original Articles

The use of recursive variance plots: a note

&
Pages 221-225 | Published online: 28 Jul 2006

References

  • Harvey , A. 1990 . The Econometric Analysis of Economic Time Series , 2nd , Oxford : Philip Allan .
  • Hendry, D. F. (1989) PC–GIVE, An interactive modeling system, version 6.01.
  • Mandlebrot , B. 1963 . The variation of certain speculative prices . Journal of Business , 36 : 394 – 419 .
  • Pagan , A. R. and Schwert , G. W. 1990a . Alternative models for conditional stock volatility . Journal of Econometrics , 45 : 267 – 290 .
  • Pagan , A. R. and Schwert , G. W. 1990b . Testing for covariance stationarity in stock market data . Economics Letters , 33 : 165 – 170 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.