Finite-sample multivariate tests for ARCH in vector autoregressive models

Niklas Ahlgren, Paul Catani

Research output: Chapter in Book/Report/Conference proceedingConference contributionScientific

Original languageEnglish
Title of host publicationBook of Abstracts CFE-CMSTATISTICS 2015
Place of PublicationLondon
Publication date2015
ISBN (Print)978-9963-2227-0-4
ISBN (Electronic)978-9963-2227-0-4
Publication statusPublished - 2015
MoE publication typeB3 Article in conference proceedings
EventInternational Conference on Computational and Financial Econometrics (CFE) - London, United Kingdom
Duration: 12.12.201514.12.2015
Conference number: 9


  • 112 Statistics and probability
  • 512 Business and Management
  • 511 Economics

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