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A Consistent Test for Multivariate Conditional Distributions
Li, Fuchun; Tkacz, Greg - In: Econometric reviews 30 (2011) 3, pp. 251-274
Persistent link: https://www.econbiz.de/10008844949
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A consistent test for multivariate conditional distributions
Li, Fuchun; Tkacz, Greg - In: Econometric reviews 30 (2011) 3, pp. 251-273
Persistent link: https://www.econbiz.de/10008990441
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Estimation of the vector moving average model by vector autoregression
Galbraith, John W.; Ullah, Aman; Zinde-Walsh, Victoria - In: Econometric reviews 21 (2002) 2, pp. 205-219
Persistent link: https://www.econbiz.de/10001704803
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GARCH model estimation using estimated quadratic variation
Galbraith, John W.; Zinde-Walsh, Victoria; Zhu, Jingmei - In: Econometric reviews 34 (2015) 6/10, pp. 1172-1192
Persistent link: https://www.econbiz.de/10011483454