Multivariate Autocontours for Specification Testing in Multivariate GARCH Models
| Year of publication: |
2010-06
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|---|---|
| Authors: | Gonzalez-Rivera, Gloria ; Yoldas, Emre |
| Institutions: | Department of Economics, University of California-Riverside |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published in Volatility and Time Series Econometrics. Essays in Honor of Robert F. Engle Number 201436 |
| Source: |
Persistent link: https://www.econbiz.de/10010942404