On testing for multivariate ARCH effects in vector time series models (Q4470644): Difference between revisions

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+A TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME SERIES MODELS
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+Generalized autoregressive conditional heteroscedasticity
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+Distribution of Residual Autocorrelations in Multiple Autoregressive Schemes
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+Distribution of Multivariate White Noise Autocorrelations
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+A Class of Nonlinear Arch Models
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+The Multivariate Portmanteau Statistic
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+Q4742198
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+Diagnostic checking of nonlinear multivariate time series with multivariate arch errors
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+On a measure of lack of fit in time series models
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+DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS
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+Conditional Heteroskedasticity in Asset Returns: A New Approach
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+Quadratic ARCH Models
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+Residual‐based diagnostics for conditional heteroscedasticity models
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+A Note on Diagnosing Multivariate Conditional Heteroscedasticity Models
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+ARMA MODELS WITH ARCH ERRORS
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+Q4217824
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+Detecting and diagnostic checking multivariate conditional heteroscedastic time series models
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