Conditional variance estimation in heteroscedastic regression models

MING-YEN CHENGChen, L.H.L.H.ChenCheng, M. Y.M. Y.ChengPeng, L.L.Peng2018-09-102018-09-102009http://www.scopus.com/inward/record.url?eid=2-s2.0-55149112598&partnerID=MN8TOARShttp://scholars.lib.ntu.edu.tw/handle/123456789/346659application/pdf427738 bytesapplication/pdfConditional variance estimation in heteroscedastic regression modelsjournal article10.1016/j.jspi.2008.04.020