Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/20057
Title: A test for constant correlations in a multivariate GARCH model
Authors: Tse, Y.K. 
Keywords: Constant correlation
Information matrix test
Lagrange multiplier test
Monte Carlo experiment
Multivariate conditional heteroscedasticity
Issue Date: 2000
Source: Tse, Y.K. (2000). A test for constant correlations in a multivariate GARCH model. Journal of Econometrics 98 (1) : 107-127. ScholarBank@NUS Repository.
Source Title: Journal of Econometrics
URI: http://scholarbank.nus.edu.sg/handle/10635/20057
ISSN: 03044076
Appears in Collections:Staff Publications

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