Pages that link to "Item:Q3589859"
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The following pages link to Erratum: Authors' corrigenda/corrections des auteurs on testing for multivariate ARCH effects in vector time series models (Q3589859):
Displaying 3 items.
- Corrigendum to: ``On matricial measures of dependence in vector ARCH models with applications to diagnostic checking'' (Q968482) (← links)
- The spurious effect of ARCH errors on linearity tests: a theoretical note and an alternative maximum likelihood approach (Q2691749) (← links)
- Portmanteau test for a class of multivariate asymmetric power GARCH model (Q6134641) (← links)