Results for multivariate ARCH

Publications & Outputs

1. Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study

   Pavlidis, E., Paya, I. & Peel, D., 02/2013, In: Studies in Nonlinear Dynamics and Econometrics. 17, 3, p. 297-312 16 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review