A test for multivariate ARCH effects
Year of publication: |
2005
|
---|---|
Authors: | Hacker, R. Scott ; Hatemi-J, Abdulnasser |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 12.2005, 7, p. 411-417
|
Subject: | Statistischer Test | Statistical test | ARCH-Modell | ARCH model | Multivariate Analyse | Multivariate analysis | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
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