Combined Lagrange Multiplier Test for ARCH in Vector Autoregressive Models

Research output: Book/Report › Commissioned report

Original language	English

Place of Publication	Helsinki
Publisher	Hanken School of Economics
Number of pages	41
ISBN (Electronic)	978-952-232-312-5
Publication status	Published - 2016
MoE publication type	D4 Published development or research report or study

Keywords

@book{52c9af18affb4e0c87c5ce66a941dcaa,

title = "Combined Lagrange Multiplier Test for ARCH in Vector Autoregressive Models",

keywords = "112 Statistics and probability",

author = "Paul Catani and Niklas Ahlgren",

year = "2016",

language = "English",

series = "Working Papers",

publisher = "Hanken School of Economics",

number = "563",

address = "Finland",

}