Testing for multivariate volatility functions using minimum volume sets and inverse regression
| Year of publication: |
2008
|
|---|---|
| Authors: | Polonik, Wolfgang ; Yao, Qiwei |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 147.2008, 1, p. 151-163
|