A Note on Diagnosing Multivariate Conditional Heteroscedasticity Models
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Publication:4956037
DOI10.1111/1467-9892.00166zbMath0940.62082MaRDI QIDQ4956037
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Publication date: 24 May 2000
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00166
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F03: Parametric hypothesis testing
62J20: Diagnostics, and linear inference and regression
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