Combined Lagrange Multiplier Test for ARCH in Vector Autoregressive Models

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Originalspråk	Engelska

Utgivningsort	Helsinki
Förlag	Hanken School of Economics
Antal sidor	41
ISBN (elektroniskt)	978-952-232-312-5
Status	Publicerad - 2016
MoE-publikationstyp	D4 Publicerad utvecklings- eller forskningsrapport eller -utredning

Nyckelord

@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",

}