Erratum: Authors' corrigenda/corrections des auteurs on testing for multivariate ARCH effects in vector time series models

Authors

  • Pierre Duchesne,

    Corresponding author
    1. Département de Mathématiques et de Statistique, Université de Montréal, C.P. 6128, Succ. Centre-ville, Montréal (Québec), Canada H3C 3J7
    • Département de Mathématiques et de Statistique, Université de Montréal, C.P. 6128, Succ. Centre-ville, Montréal (Québec), Canada H3C 3J7.
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  • Simon Lalancette

    1. Département de Finance, HEC-Montréal and Hydro-Québec, 3000, chemin de la Côte-Sainte-Catherine, Montréal (Québec), Canada H3T 2A7
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Errata

This article corrects:

  1. On testing for multivariate ARCH effects in vector time series models Volume 31, Issue 3, 275–292, Article first published online: September 2003

No abstract is available for this article.

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