"Testing for multivariate autoregressive conditional heteroskedasticity ..."

Pierre Duchesne (2006)

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DOI: 10.1016/J.CSDA.2006.07.022

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type: Journal Article

metadata version: 2020-02-18

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Pierre Duchesne:
Testing for multivariate autoregressive conditional heteroskedasticity using wavelets. Comput. Stat. Data Anal. 51(4): 2142-2163 (2006)

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