Pages that link to "Item:Q4956037"
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The following pages link to A Note on Diagnosing Multivariate Conditional Heteroscedasticity Models (Q4956037):
Displaying 13 items.
- Diagnostic checking for conditional heteroscedasticity models (Q625886) (← links)
- Testing for multivariate autoregressive conditional heteroskedasticity using wavelets (Q1010560) (← links)
- Estimating multivariate ARCH parameters by two-stage least-squares method (Q1016830) (← links)
- On matricial measures of dependence in vector ARCH models with applications to diagnostic checking (Q1770073) (← links)
- Emerging markets in the global economic network: real(ly) decoupling? (Q1782571) (← links)
- A residual-based test for multivariate GARCH models using transformed quadratic residuals (Q1984480) (← links)
- Modelling Multivariate Volatilities via Conditionally Uncorrelated Components (Q3631467) (← links)
- On testing for multivariate ARCH effects in vector time series models (Q4470644) (← links)
- Tests for conditional heteroscedasticity of functional data (Q5135320) (← links)
- On testing for causality in variance between two multivariate time series (Q5218935) (← links)
- Pricing and Hedging Variable Annuity Guarantees with Multiasset Stochastic Investment Models (Q5742633) (← links)
- A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model (Q5864639) (← links)
- Portmanteau test for a class of multivariate asymmetric power GARCH model (Q6134641) (← links)
