Testing Serial Correlation and ARCH Effect of High-Dimensional Time-Series Data

DOI10.1080/07350015.2019.1647844zbMATH Open1547.62829WikidataQ127437565 ScholiaQ127437565MaRDI QIDQ6617741

Ruey S. Tsay, Yaxing Yang, Shiqing Ling

Publication date: 11 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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