Statistical tests for realized multivariate volatility models

DOI10.1007/S00362-026-01915-XMaRDI QIDQ7389924zbMATH OpenFDO

Authors Vasyl Golosnoy, Miriam Isabel Seifert

Publication date 2026

Published in Statistical Papers (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S00362-026-01915-X

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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