Department of Economics and Business Economics

Timo Teräsvirta

A Lagrange Multiplier test for testing the adequacy of the Constant Conditional Correlation GARCH model

Research output: Research - peer-reviewJournal article

  • Paul Catani
    Paul CataniHanken School of EconomicsFinland
  • Timo Terasvirta
  • Meiqun Yin
    Meiqun YinBeijing International Studies UniversityChina
Original languageEnglish
JournalEconometric Reviews
Volume36
Pages (from-to)599-621
Number of pages23
ISSN0747-4938
StatePublished - 2017

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