On testing for multivariate ARCH effects in vector time series models
Article first published online: 18 DEC 2008
Copyright © 2003 Statistical Society of Canada
Canadian Journal of Statistics
Volume 31, Issue 3, pages 275–292, September 2003
How to Cite
Duchesne, P. and Lalancette, S. (2003), On testing for multivariate ARCH effects in vector time series models. Can J Statistics, 31: 275–292. doi: 10.2307/3316087
- Issue published online: 18 DEC 2008
- Article first published online: 18 DEC 2008
- Manuscript Accepted: 30 MAY 2003
- Manuscript Received: 30 SEP 2002
Vol. 38, Issue 3, 517, Article first published online: 31 AUG 2010
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