BIVARIATE ARCH MODELS: FINITE-SAMPLE PROPERTIES OF QML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST (Q3377443)
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scientific article; zbMATH DE number 5014406
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| English | BIVARIATE ARCH MODELS: FINITE-SAMPLE PROPERTIES OF QML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST |
scientific article; zbMATH DE number 5014406 |
Statements
BIVARIATE ARCH MODELS: FINITE-SAMPLE PROPERTIES OF QML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST (English)
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22 March 2006
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dependent disturbances
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correlated disturbances
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0.8579046130180359
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0.835241973400116
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0.8305908441543579
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0.82285076379776
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