Testing for volatility interactions in the Constant Conditional Correlation GARCH model (Q3566443): Difference between revisions

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+A causality-in-variance test and its application to financial market prices
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+AN EXTENDED CONSTANT CONDITIONAL CORRELATION GARCH MODEL AND ITS FOURTH-MOMENT STRUCTURE
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+A test for volatility spillover with application to exchange rates
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+Tests for departure from normality in the case of linear stochastic processes
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+DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS
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+A test for constant correlations in a multivariate GARCH model
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+On a multivariate conditional heteroscedastic model
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