| Author | Title | Year | Journal/Proceedings | Reftype | DOI/URL |
|---|---|---|---|---|---|
| Chen, G., Choi, Y.K. & Zhou, Y. | Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility [BibTeX] |
2008 | Journal of Econometrics Vol. 143(2), pp. 227-262 |
article | URL |
BibTeX:
@article{Chen2008a,
author = {Gongmeng Chen and Yoon K. Choi and Yong Zhou},
title = {Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility},
journal = {Journal of Econometrics},
year = {2008},
volume = {143},
number = {2},
pages = {227--262},
url = {http://www.sciencedirect.com/science/article/B6VC0-4PXDM7W-1/2/75cba1397a9813ef387f8011876229f7}
}
|
|||||
Created by JabRef on 06/09/2008.