A Parsimonious Test of Constancy of a Positive Definite Correlation Matrix in a Multivariate Time-Varying GARCH Model (English)
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- New search for: Kang, Jian
- New search for: Jakobsen, Johan Stax
- New search for: Silvennoinen, Annastiina
- New search for: Teräsvirta, Timo
- New search for: Wade, Glen
- New search for: Kang, Jian
- New search for: Jakobsen, Johan Stax
- New search for: Silvennoinen, Annastiina
- New search for: Teräsvirta, Timo
- New search for: Wade, Glen
- New search for: Humboldt-Universität Zu Berlin
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- New search for: Luati, Alessandra
2022
- Miscellaneous / Electronic Resource
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Title:A Parsimonious Test of Constancy of a Positive Definite Correlation Matrix in a Multivariate Time-Varying GARCH Model
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Contributors:Kang, Jian ( author ) / Jakobsen, Johan Stax ( author ) / Silvennoinen, Annastiina ( author ) / Teräsvirta, Timo ( author ) / Wade, Glen ( author ) / Humboldt-Universität Zu Berlin ( host institution ) / Morana, Claudio ( editor ) / Luati, Alessandra ( editor )
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Publisher:
- New search for: Humboldt-Universität zu Berlin
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Publication date:2022
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DOI:
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Type of media:Miscellaneous
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Type of material:Electronic Resource
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Language:English
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Keywords:
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