Testing for nonlinearity in conditional covariances (Q1695687)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Testing for nonlinearity in conditional covariances |
scientific article; zbMATH DE number 6835931
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for nonlinearity in conditional covariances |
scientific article; zbMATH DE number 6835931 |
Statements
Testing for nonlinearity in conditional covariances (English)
0 references
7 February 2018
0 references
Lagrange multiplier test
0 references
nonlinearity
0 references
smooth transition
0 references
scalar BEKK
0 references
multivariate GARCH
0 references
