Robust score and portmanteau tests of volatility spillover (Q473342): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 00:20, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust score and portmanteau tests of volatility spillover |
scientific article |
Statements
Robust score and portmanteau tests of volatility spillover (English)
0 references
24 November 2014
0 references
volatility spillover
0 references
heavy tails
0 references
tail trimming
0 references
robust inference
0 references
