A portmanteau test for multivariate garch when the conditional mean is an ECM : theory and empirical applications
Chor-yiu Sin
| Year of publication: |
2006
|
|---|---|
| Authors: | Sin, Chor-yiu |
| Published in: |
Econometric analysis of financial and economic time series ; part a ; 20. - Amsterdam [u.a.] : Elsevier JAI, ISBN 0-7623-1274-2. - 2006, p. 125-153
|
| Subject: | ARCH-Modell | ARCH model | Aktienindex | Stock index | Theorie | Theory | Hongkong | Hong Kong | Statistische Verteilung | Statistical distribution | 1999 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003331371