A portmanteau test for multivariate garch when the conditional mean is an ECM theory and empirical applications

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Bibliographische Detailangaben
Veröffentlicht in:	Econometric analysis of financial and economic time series ; part a
1. Verfasser:	Sin, Chor-yiu (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2006
Schlagworte:	1999 > ARCH-Modell > Aktienindex > Theorie > Hongkong > Statistische Verteilung > Aufsatz im Buch
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