A Portmanteau Test for Multivariate GARCH when the Conditional Mean is an ECM: Theory and Empirical Applications (Q3571964)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Portmanteau Test for Multivariate GARCH when the Conditional Mean is an ECM: Theory and Empirical Applications |
scientific article |
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A Portmanteau Test for Multivariate GARCH when the Conditional Mean is an ECM: Theory and Empirical Applications (English)
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30 June 2010
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