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Testing for vector autoregressive dynamics under heteroskedasticity
Hafner, Christian M.
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001701901
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Analytical quasi maximum likelihood inference in multivariate volatility models
Hafner, Christian M.
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784026
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Testing for causality in variance using multivariate GARCH model
Hafner, Christian M.
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002056023
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