@techreport{oai:repository.dl.itc.u-tokyo.ac.jp:00042976, author = {Park, Joon Y.}, month = {Jul}, note = {application/pdf, Journal of Econometrics, 110, 2002, p. 383-415. 掲載予定., 本文フィルはリンク先を参照のこと}, title = {Nonstationary Nonlinear Heteroskedasticity : An Alternative to ARCH}, year = {2000} }