Misspecification and Bootstrap Tests in Multivariate Time Series Models with Conditional Heteroskedasticity

Paul Catani

Research output: Thesis › Doctoral Thesis › Collection of Articles

Original language	English
Place of Publication	Helsinki
Publisher	Hanken School of Economics
Print ISBNs	978-952-232-210-4
Electronic ISBNs	978-952-232-211-1
Publication status	Published - 2013
MoE publication type	G5 Doctoral dissertation (article)

Keywords

@phdthesis{96c72f27f8a04b33b701b2df3cf5b2fd,

title = "Misspecification and Bootstrap Tests in Multivariate Time Series Models with Conditional Heteroskedasticity",

keywords = "512 Business and Management, Equis Base Room",

author = "Paul Catani",

year = "2013",

language = "English",

isbn = "978-952-232-210-4",

series = "Ekonomi och samh{\"a}lle / Economics and Society",

publisher = "Hanken School of Economics",

number = "262",

address = "Finland",

}