Pages that link to "Item:Q4470644"
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The following pages link to On testing for multivariate ARCH effects in vector time series models (Q4470644):
Displaying 11 items.
- Testing for multivariate autoregressive conditional heteroskedasticity using wavelets (Q1010560) (← links)
- On matricial measures of dependence in vector ARCH models with applications to diagnostic checking (Q1770073) (← links)
- A residual-based test for multivariate GARCH models using transformed quadratic residuals (Q1984480) (← links)
- Purchasing power parity between the UK and Germany: the euro era (Q2416085) (← links)
- On portmanteau-type tests for nonlinear multivariate time series (Q2692931) (← links)
- Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap (Q2856548) (← links)
- Improved multivariate portmanteau test (Q2930880) (← links)
- Erratum: Authors' corrigenda/corrections des auteurs on testing for multivariate ARCH effects in vector time series models (Q3589859) (← links)
- Tests for conditional heteroscedasticity of functional data (Q5135320) (← links)
- On testing for causality in variance between two multivariate time series (Q5218935) (← links)
- Portmanteau test for a class of multivariate asymmetric power GARCH model (Q6134641) (← links)
