Finite-sample multivariate tests for ARCH in vector autoregressive models

Niklas Ahlgren; Paul Catani

Finite-sample multivariate tests for ARCH in vector autoregressive models

Statistics, Helsinki

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific

Original language	English
Title of host publication	Book of Abstracts CFE-CMSTATISTICS 2015
Place of Publication	London
Publisher	CMStatistics
Publication date	2015
Pages	173-173
ISBN (Print)	978-9963-2227-0-4
ISBN (Electronic)	978-9963-2227-0-4
Publication status	Published - 2015
MoE publication type	B3 Article in conference proceedings
Event	International Conference on Computational and Financial Econometrics (CFE) - London, United Kingdom Duration: 12.12.2015 → 14.12.2015 Conference number: 9

Keywords

112 Statistics and probability
512 Business and Management
511 Economics

Access to Document

http://cfenetwork.org/CFE2015/docs/BoA%20CFE-CMStatistics%202015.pdf

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Cite this

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title = "Finite-sample multivariate tests for ARCH in vector autoregressive models",

keywords = "112 Statistics and probability, 512 Business and Management, 511 Economics",

author = "Niklas Ahlgren and Paul Catani",

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year = "2015",

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pages = "173--173",

booktitle = "Book of Abstracts CFE-CMSTATISTICS 2015",

publisher = "CMStatistics",

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AU - Ahlgren, Niklas

AU - Catani, Paul

N1 - Conference code: 9

PY - 2015

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KW - 112 Statistics and probability

KW - 512 Business and Management

KW - 511 Economics

M3 - Conference contribution

SN - 978-9963-2227-0-4

SP - 173

EP - 173

BT - Book of Abstracts CFE-CMSTATISTICS 2015

PB - CMStatistics

CY - London

T2 - International Conference on Computational and Financial Econometrics (CFE)

Y2 - 12 December 2015 through 14 December 2015

ER -