We introduce a class of generally applicable specification tests for constant and dynamic structures of conditional correlations in multivariate GARCH models. The tests are robust to the presence of ...
This is a preview. Log in through your library . Abstract Multivariate geostatistics is based on modelling all covariances between all possible combinations of two or more variables at any sets of ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results