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~isPartOf:"Journal of econometrics"
~person:"Aguilar, Mike"
~subject:"ARCH model"
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Aguilar, Mike
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Journal of econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Robust score and portmanteau tests of volatility spillover
Aguilar, Mike
;
Hill, Jonathan B.
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 37-61
Persistent link: https://www.econbiz.de/10011326820
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