Detecting and diagnostic checking multivariate conditional heteroscedastic time series models (Q1610926)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detecting and diagnostic checking multivariate conditional heteroscedastic time series models |
scientific article |
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Detecting and diagnostic checking multivariate conditional heteroscedastic time series models (English)
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20 August 2002
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ARCH models
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squared residuals
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cross-correlation tests
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score test
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