Heteroscedasticity Detection and Estimation with Quantile Difference Method

Wentao Xia, Wei Xiong, Maozai Tian. Heteroscedasticity Detection and Estimation with Quantile Difference Method. J. Systems Science & Complexity, 29(2):511-530, 2016. [doi]

Authors

Wentao Xia

This author has not been identified. Look up 'Wentao Xia' in Google

Wei Xiong

This author has not been identified. Look up 'Wei Xiong' in Google

Maozai Tian

This author has not been identified. Look up 'Maozai Tian' in Google