Department of Economics and Business Economics

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

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Documents

DOI

  • Paul Catani, Hanken School of Economics, Finland
  • Timo Terasvirta
  • Meiqun Yin, Beijing International Studies University, China
Original languageEnglish
JournalEconometric Reviews
Volume36
Issue6-9
Pages (from-to)599-621
Number of pages23
ISSN0747-4938
DOIs
Publication statusPublished - 2017

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