On matricial measures of dependence in vector ARCH models with applications to diagnostic checking (Q1770073): Difference between revisions

@@ Property / cites work @@
+A TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME SERIES MODELS
+Normal rank
@@ Property / cites work @@
+Q4265493
@@ Property / cites work: Q4265493 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+ARCH modeling in finance. A review of the theory and empirical evidence
+Normal rank
@@ Property / cites work @@
+Handbook of econometrics. Vol. 4
@@ Property / cites work: Handbook of econometrics. Vol. 4 / rank @@
+Normal rank
@@ Property / cites work @@
+On testing for multivariate ARCH effects in vector time series models
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Q3911791
@@ Property / cites work: Q3911791 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4360236
@@ Property / cites work: Q4360236 / rank @@
+Normal rank
@@ Property / cites work @@
+The Multivariate Portmanteau Statistic
@@ Property / cites work: The Multivariate Portmanteau Statistic / rank @@
+Normal rank
@@ Property / cites work @@
+ON THE SQUARED RESIDUAL AUTOCORRELATIONS IN NON-LINEAR TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY
+Normal rank
@@ Property / cites work @@
+Diagnostic checking of nonlinear multivariate time series with multivariate arch errors
+Normal rank
@@ Property / cites work @@
+Q4852355
@@ Property / cites work: Q4852355 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3857500
@@ Property / cites work: Q3857500 / rank @@
+Normal rank
@@ Property / cites work @@
+Residual‐based diagnostics for conditional heteroscedasticity models
+Normal rank
@@ Property / cites work @@
+A Note on Diagnosing Multivariate Conditional Heteroscedasticity Models
+Normal rank
@@ Property / cites work @@
+Detecting and diagnostic checking multivariate conditional heteroscedastic time series models
+Normal rank