On Diagnostic Checking of Vector ARMA-GARCH Models with Gaussian and Student-t Innovations

Author: Wang Yongning   Tsay Ruey S.  

Publisher: MDPI

E-ISSN: 2225-1146|1|1|1-31

ISSN: 2225-1146

Source: Econometrics, Vol.1, Iss.1, 2013-04, pp. : 1-31

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Abstract