Wild bootstrap Ljung-Box test for cross correlations of multivariate time series (Q1672587)
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scientific article; zbMATH DE number 6934509
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wild bootstrap Ljung-Box test for cross correlations of multivariate time series |
scientific article; zbMATH DE number 6934509 |
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Wild bootstrap Ljung-Box test for cross correlations of multivariate time series (English)
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11 September 2018
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CCC-GARCH
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cross correlation
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Ljung-Box test
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multivariate time series
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VAR
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wild bootstrap
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