On testing for multivariate ARCH effects in vector time series models (Q4470644)
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: On testing for multivariate ARCH effects in vector time series models |
scientific article; zbMATH DE number 2075277
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On testing for multivariate ARCH effects in vector time series models |
scientific article; zbMATH DE number 2075277 |
Statements
On testing for multivariate ARCH effects in vector time series models (English)
0 references
15 June 2004
0 references
asymptotic null distribution simulations
0 references
autoregressive conditional heteroscedasticity models
0 references
frequency domain analysis
0 references
multivariate time series
0 references
spectral density
0 references
0 references
0 references
0 references
