Tests for conditional ellipticity in multivariate GARCH models (Q503569): Difference between revisions

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-.1016/j.jeconom.2016.10.001
@@ Property / DOI: 10.1016/j.jeconom.2016.10.001 / rank @@
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@@ Property / author @@
+M. Dolores Jiménez-Gamero
@@ Property / author: M. Dolores Jiménez-Gamero / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2016.10.001
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+W2533585107
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