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Heteroskedasticity variance index

Hassan, M., Hossny, M., Nahavandi, S. and Creighton, D. 2012, Heteroskedasticity variance index, in UKSim 2012 : Proceedings of the Modelling and Simulation 2012 international conference, IEEE, [Cambridge, England], pp. 135-141.

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Title Heteroskedasticity variance index
Author(s) Hassan, M.
Hossny, M.ORCID iD for Hossny, M. orcid.org/0000-0002-1593-6296
Nahavandi, S.
Creighton, D.
Conference name Modelling and Simulation. International Conference (14th : 2012 : Cambridge, England)
Conference location Cambridge, England
Conference dates 28 - 30 Mar. 2012
Title of proceedings UKSim 2012 : Proceedings of the Modelling and Simulation 2012 international conference
Editor(s) Al-Dabass, David
Orsoni, Alessandra
Cant, Richard
Publication date 2012
Conference series Modelling and Simulation International Conference
Start page 135
End page 141
Total pages 7
Publisher IEEE
Place of publication [Cambridge, England]
Keyword(s) econometrics
heteroskedasticity
homoskedasticity
time series
ISBN 9781467313667
Language eng
Field of Research 140302 Econometric and Statistical Methods
Socio Economic Objective 970101 Expanding Knowledge in the Mathematical Sciences
HERDC Research category E1 Full written paper - refereed
Copyright notice ©2012, IEEE
Persistent URL http://hdl.handle.net/10536/DRO/DU:30048249

Document type: Conference Paper
Collection: Centre for Intelligent Systems Research
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Created: Tue, 04 Sep 2012, 09:08:34 EST

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