scientific article; zbMATH DE number 1975285

MaRDI QIDQ4424516zbMATH OpenFDO

Authors Wolfgang Polasek, Shuangzhe Liu

Publication date 15 December 2003

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(1)

• Finite-sample multivariate tests for ARCH in vector autoregressive models

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