Wild bootstrap Ljung-Box test for cross correlations of multivariate time series
type: Item
instance of: scholarly article
title: Wild bootstrap Ljung-Box test for cross correlations of multivariate time series
zbMATH Open document ID: 1400.62188
author: Taewook Lee
published in: Economics Letters
publication date: 2018-09-11T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 62G09
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6934509
zbMATH Keywords: CCC-GARCH
zbMATH Keywords: cross correlation
zbMATH Keywords: Ljung-Box test
zbMATH Keywords: multivariate time series
zbMATH Keywords: VAR
zbMATH Keywords: wild bootstrap
MaRDI profile type: Publication
full work available at URL: j.econlet.2016.08.015
OpenAlex ID: W2517885694
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DOI: 10.1016/J.ECONLET.2016.08.015
description: scientific article; zbMATH DE number 6934509