A pitfall in the use of the Lagrange multiplier test in multivariate ARCH models,

Authors
Attanasio, Orazio P.
Citation
Orazio P. Attanasio, A pitfall in the use of the Lagrange multiplier test in multivariate ARCH models,, Statistica, 47(4), 1987, pp. 525-529
Journal title
Statistica
ISSN journal
0390590X → ACNP
Volume
47
Issue
4
Year of publication
1987
Pages
525 - 529
Database
ESSPER
SICI code
0390-590X(1987)47:4<525:APITUO>2.0.ZU;2-9