Normality test for multivariate conditional heteroskedastic dynamic
Sangyeol Lee; Chi Tim Ng
| Year of publication: |
2011
|
|---|---|
| Authors: | Lee, Sangyeol ; Ng, Chi Tim |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 111.2011, 1, p. 75-77
|
| Subject: | Theorie | Theory | Heteroskedastizität | Heteroscedasticity | ARCH-Modell | ARCH model | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009241338