C. Sin. Volume 20, Part 1, chapter A Portmanteau Test for Multivariate GARCH when the Conditional Mean
is an ECM: Theory and Empirical Applications, page 125--151. JAI, (2006)
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%0 Book Section
%1 Sin2006
%A Sin, Chor-yiu
%D 2006
%I JAI
%K imported
%P 125--151
%T Advances in Econometrics
%U http://www.sciencedirect.com/science/article/B75F0-4HW420H-C/1/06a4d0999e2936edd52062713f1aa63b
%V Volume 20, Part 1
%& A Portmanteau Test for Multivariate GARCH when the Conditional Mean
is an ECM: Theory and Empirical Applications
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added-at = {2008-04-22T13:37:12.000+0200},
author = {Sin, Chor-yiu},
biburl = {https://www.bibsonomy.org/bibtex/23372f8f91914540f4e40e31762b70719/smicha},
chapter = {A Portmanteau Test for Multivariate GARCH when the Conditional Mean
is an ECM: Theory and Empirical Applications},
description = {Advances in Econometrics},
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keywords = {imported},
pages = {125--151},
publisher = {JAI},
timestamp = {2008-04-22T13:37:16.000+0200},
title = {Advances in Econometrics},
url = {http://www.sciencedirect.com/science/article/B75F0-4HW420H-C/1/06a4d0999e2936edd52062713f1aa63b},
volume = {Volume 20, Part 1},
year = 2006
}
