Testing Serial Correlation and ARCH Effect of High-Dimensional Time-Series Data
type: Item
instance of: scholarly article
title: Testing Serial Correlation and ARCH Effect of High-Dimensional Time-Series Data
zbMATH Open document ID: 1547.62829
DOI: 10.1080/07350015.2019.1647844
author: Shiqing Ling
author: Ruey S. Tsay
author: Yaxing Yang
published in: Journal of Business and Economic Statistics
publication date: 2024-10-11T00:00:00Z
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 7925197
MaRDI profile type: Publication
Wikidata QID: Q127437565
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description: scientific article; zbMATH DE number 7925197