Publication:4217824

zbMath0912.62100MaRDI QIDQ4217824

No author found.

Publication date: 8 March 1999

zbMATH Keywords

Lagrange multiplier test; cross-correlation tests; multivariate ARCH models

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62J20: Diagnostics, and linear inference and regression

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