Erratum: Authors' corrigenda/corrections des auteurs on testing for multivariate ARCH effects in vector time series models (Q3589859)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Erratum: Authors' corrigenda/corrections des auteurs on testing for multivariate ARCH effects in vector time series models |
scientific article; zbMATH DE number 5789099
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Erratum: Authors' corrigenda/corrections des auteurs on testing for multivariate ARCH effects in vector time series models |
scientific article; zbMATH DE number 5789099 |
Statements
Erratum: Authors' corrigenda/corrections des auteurs on testing for multivariate ARCH effects in vector time series models (English)
0 references
20 September 2010
0 references
autoregressive conditional heteroscedasticity models
0 references
frequency domain analysis
0 references
multivariate time series
0 references
spectral density
0 references
