Title of article :
Testing for multivariate autoregressive conditional heteroskedasticity using wavelets
Author/Authors :
Pierre Duchesne، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Pages :
22
From page :
2142
To page :
2163
Keywords :
Wavelet spectrum estimator , Autoregressive conditional heteroskedasticity , Multivariate time series , Kernel spectrum estimator
Journal title :
Computational Statistics and Data Analysis
Serial Year :
2006
Journal title :
Computational Statistics and Data Analysis
Record number :
308152
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=308152
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