|
|||||
|
|
Erratum: Authors' corrigenda/corrections des auteurs on testing for multivariate ARCH effects in vector time series models |
|
| Authors: | Pierre Duchesne Simon Lalancette |
| Affiliation: | Département de Finance, HEC‐Montréal and Hydro‐Québec, 3000, chemin de la C?te‐Sainte‐Catherine, Montréal (Québec), Canada H3T 2A7 |
| Abstract: | |
| Keywords: | Autoregressive conditional heteroscedasticity models frequency domain analysis multivariate time series spectral density MSC 2000: Primary 62M10 secondary 62M15 |