Portmanteau test for a class of multivariate asymmetric power GARCH model (Q6134641)
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scientific article; zbMATH DE number 7730975
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portmanteau test for a class of multivariate asymmetric power GARCH model |
scientific article; zbMATH DE number 7730975 |
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Portmanteau test for a class of multivariate asymmetric power GARCH model (English)
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22 August 2023
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asymmetric power GARCH
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multi-variate GARCH
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multi-variate portmanteau test
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