Finite-sample multivariate tests for ARCH in vector autoregressive models

Niklas Ahlgren; Paul Catani

Finite-sample multivariate tests for ARCH in vector autoregressive models

Niklas Ahlgren
, Paul Catani

Ekonomisk statistik, Helsingfors

Forskningsoutput: Kapitel i bok/rapport/konferenshandling › Konferensbidrag › Vetenskaplig

Originalspråk	Engelska
Titel på värdpublikation	Book of Abstracts CFE-CMSTATISTICS 2015
Utgivningsort	London
Förlag	CMStatistics
Utgivningsdatum	2015
Sidor	173-173
ISBN (tryckt)	978-9963-2227-0-4
ISBN (elektroniskt)	978-9963-2227-0-4
Status	Publicerad - 2015
MoE-publikationstyp	B3 Icke-referentgranskad artikel i konferenspublikation
Evenemang	International Conference on Computational and Financial Econometrics (CFE) - London, Storbritannien Varaktighet: 12.12.2015 → 14.12.2015 Konferensnummer: 9

Nyckelord

112 Statistik
512 Företagsekonomi
511 Nationalekonomi

Åtkomst av dokument

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

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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",

note = " Volume: Proceeding volume: ; International Conference on Computational and Financial Econometrics (CFE) ; Conference date: 12-12-2015 Through 14-12-2015",

year = "2015",

language = "English",

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KW - 512 Business and Management

KW - 511 Economics

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BT - Book of Abstracts CFE-CMSTATISTICS 2015

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

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